+326.3%
GDX vs EFX
+80.5%
+245.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.4% |
| 7D | -6.8% | -0.8% | -6.0% | -6.7% |
| 30D | -2.1% | +25.1% | -27.2% | -5.8% |
| 3M | -7.5% | +1.7% | -9.2% | -8.1% |
| 6M | -15.2% | +18.4% | -33.5% | -18.1% |
| YTD | -4.8% | -12.5% | +7.7% | -4.0% |
| 1Y | +6.7% | -8.1% | +14.8% | +6.7% |
| 3Y | +212.7% | +4.8% | +208.0% | +198.9% |
| 5Y | +151.7% | -30.1% | +181.8% | +150.9% |
| All | +326.3% | +80.5% | +245.8% | +255.9% |
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