+344.9%
GDX vs EIX
+34.7%
+310.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | +0.7% | -2.5% | +3.3% | +1.3% |
| 30D | -3.8% | +7.7% | -11.4% | -5.3% |
| 3M | -5.4% | -12.9% | +7.4% | -3.6% |
| 6M | -12.7% | -12.7% | 0.0% | -11.3% |
| YTD | -0.7% | +5.5% | -6.1% | -3.7% |
| 1Y | +11.9% | +9.4% | +2.5% | +7.5% |
| 3Y | +223.9% | +9.7% | +214.2% | +205.9% |
| 5Y | +163.2% | +16.9% | +146.3% | +144.3% |
| All | +344.9% | +34.7% | +310.2% | +233.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling