+326.3%
GDX vs EIX
+35.3%
+290.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | -6.8% | +1.4% | -8.2% | -7.1% |
| 30D | -2.1% | +8.5% | -10.7% | -3.9% |
| 3M | -7.5% | -13.5% | +5.9% | -5.5% |
| 6M | -15.2% | -12.4% | -2.8% | -13.8% |
| YTD | -4.8% | +5.9% | -10.7% | -7.8% |
| 1Y | +6.7% | +7.6% | -0.9% | +2.9% |
| 3Y | +212.7% | +12.8% | +200.0% | +193.4% |
| 5Y | +151.7% | +19.2% | +132.4% | +132.7% |
| All | +326.3% | +35.3% | +290.9% | +218.7% |
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