+49.9%
GDX vs EIX
+13.6%
+36.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.3% |
| 7D | +1.9% | +4.1% | -2.2% | +1.6% |
| 30D | +9.9% | -15.3% | +25.2% | +11.3% |
| 3M | +28.2% | -18.4% | +46.6% | +30.9% |
| 6M | -2.9% | -16.8% | +13.9% | -1.4% |
| YTD | +16.0% | -0.6% | +16.5% | +15.1% |
| 1Y | +49.9% | +10.7% | +39.2% | +44.5% |
| All | +49.9% | +13.6% | +36.3% | +44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling