+214.2%
GDX vs EFV
+195.0%
+19.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -0.4% | +1.5% | -1.9% | -1.3% |
| 30D | +18.6% | +1.7% | +16.9% | +17.4% |
| 3M | +14.9% | +8.6% | +6.2% | +9.4% |
| 6M | -6.3% | +11.7% | -17.9% | -11.7% |
| YTD | +15.7% | +19.3% | -3.5% | +4.8% |
| 1Y | +54.8% | +30.2% | +24.6% | +33.0% |
| 3Y | +253.4% | +91.6% | +161.9% | +140.8% |
| 5Y | +219.7% | +96.4% | +123.3% | +114.5% |
| 10Y | +300.2% | +166.5% | +133.7% | +115.8% |
| All | +214.2% | +195.0% | +19.1% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling