+296.0%
GDX vs EFX
+42.6%
+253.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -2.2% | -4.5% | +2.4% | -1.4% |
| 30D | +6.8% | -6.1% | +12.8% | +7.8% |
| 3M | +24.9% | +6.2% | +18.7% | +23.2% |
| 6M | -4.2% | -11.2% | +7.0% | -2.9% |
| YTD | +13.2% | -21.4% | +34.6% | +16.7% |
| 1Y | +40.2% | -34.3% | +74.5% | +49.1% |
| 3Y | +249.6% | -12.5% | +262.1% | +244.9% |
| 5Y | +230.4% | -35.6% | +265.9% | +235.1% |
| All | +296.0% | +42.6% | +253.4% | +245.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling