+158.4%
GDX vs EFX
+547.2%
-388.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.4% |
| 7D | -6.8% | -0.8% | -6.0% | -6.6% |
| 30D | -2.1% | +25.1% | -27.2% | -7.6% |
| 3M | -7.5% | +1.7% | -9.2% | -8.4% |
| 6M | -15.2% | +18.4% | -33.5% | -19.5% |
| YTD | -4.8% | -12.5% | +7.7% | -3.7% |
| 1Y | +6.7% | -8.1% | +14.8% | +6.5% |
| 3Y | +212.7% | +4.8% | +208.0% | +192.2% |
| 5Y | +151.7% | -30.1% | +181.8% | +155.6% |
| 10Y | +330.3% | +81.5% | +248.9% | +209.2% |
| All | +158.4% | +547.2% | -388.8% | +7.0% |
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