+169.7%
GDX vs EFX
+548.2%
-378.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +0.7% | -2.0% | +2.7% | +1.2% |
| 30D | -3.8% | +27.9% | -31.6% | -9.6% |
| 3M | -5.4% | +3.8% | -9.3% | -6.8% |
| 6M | -12.7% | +13.0% | -25.7% | -16.3% |
| YTD | -0.7% | -12.4% | +11.7% | +0.4% |
| 1Y | +11.9% | -10.4% | +22.3% | +12.4% |
| 3Y | +223.9% | +4.4% | +219.5% | +202.9% |
| 5Y | +163.2% | -28.9% | +192.1% | +166.0% |
| 10Y | +349.2% | +81.7% | +267.4% | +222.6% |
| All | +169.7% | +548.2% | -378.5% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling