+24.8%
GDX vs EFX
-7.5%
+32.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.4% | +6.6% | +8.9% |
| 7D | +0.8% | +9.2% | -8.4% | +0.4% |
| 30D | -3.2% | +34.8% | -38.0% | -5.3% |
| 3M | +8.6% | +8.8% | -0.3% | +7.9% |
| 6M | -1.2% | +12.3% | -13.5% | -2.2% |
| YTD | -1.4% | -10.6% | +9.2% | -3.9% |
| 1Y | +24.8% | -6.7% | +31.5% | +22.7% |
| All | +24.8% | -7.5% | +32.3% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling