+40.2%
GDX vs EFX
-30.9%
+71.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | -2.2% | -4.5% | +2.4% | -1.9% |
| 30D | +6.8% | -6.1% | +12.8% | +7.3% |
| 3M | +24.9% | +6.2% | +18.7% | +24.7% |
| 6M | -4.2% | -11.2% | +7.0% | -3.9% |
| YTD | +13.2% | -21.4% | +34.6% | +13.0% |
| 1Y | +40.2% | -34.3% | +74.5% | +41.5% |
| All | +40.2% | -30.9% | +71.1% | +41.5% |
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