+258.1%
GDX vs EFV
+88.7%
+169.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +2.3% |
| 7D | +1.9% | -0.5% | +2.4% | +2.6% |
| 30D | +9.9% | 0.0% | +9.9% | +10.0% |
| 3M | +28.2% | +8.4% | +19.8% | +15.8% |
| 6M | -2.9% | +12.3% | -15.2% | -15.1% |
| YTD | +16.0% | +17.4% | -1.4% | -2.8% |
| 1Y | +49.9% | +27.1% | +22.7% | +15.5% |
| All | +258.1% | +88.7% | +169.4% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling