+233.6%
GDX vs EFX
-36.4%
+270.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.1% | +1.4% |
| 7D | +1.9% | -9.4% | +11.3% | +3.6% |
| 30D | +9.9% | -6.9% | +16.8% | +11.2% |
| 3M | +28.2% | +0.1% | +28.1% | +27.6% |
| 6M | -2.9% | -17.3% | +14.4% | -0.2% |
| YTD | +16.0% | -21.8% | +37.8% | +19.9% |
| 1Y | +49.9% | -32.5% | +82.4% | +59.3% |
| 3Y | +263.6% | -12.3% | +275.9% | +253.2% |
| 5Y | +233.6% | -36.6% | +270.2% | +215.1% |
| All | +233.6% | -36.4% | +270.0% | +215.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling