+259.7%
GDX vs EIX
0.0%
+259.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.4% | -1.6% |
| 7D | +4.0% | +0.9% | +3.0% | +3.7% |
| 30D | +9.5% | -13.5% | +23.0% | +11.6% |
| 3M | +25.1% | -15.3% | +40.3% | +27.9% |
| 6M | -2.9% | -15.3% | +12.4% | -0.8% |
| YTD | +14.7% | +2.7% | +12.0% | +11.8% |
| 1Y | +47.4% | +17.4% | +30.0% | +38.7% |
| 3Y | +259.7% | -1.3% | +261.0% | +242.4% |
| All | +259.7% | 0.0% | +259.7% | +242.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling