+259.7%
GDX vs EFX
-12.5%
+272.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.5% |
| 7D | +4.0% | -7.8% | +11.8% | +5.0% |
| 30D | +9.5% | -5.7% | +15.2% | +10.3% |
| 3M | +25.1% | +2.5% | +22.6% | +24.3% |
| 6M | -2.9% | -16.7% | +13.7% | -1.1% |
| YTD | +14.7% | -20.2% | +34.9% | +17.3% |
| 1Y | +47.4% | -31.4% | +78.8% | +54.0% |
| 3Y | +259.7% | -10.5% | +270.2% | +259.3% |
| All | +259.7% | -12.5% | +272.2% | +259.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling