+228.9%
GDX vs EIX
+22.8%
+206.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.4% |
| 7D | -0.4% | -19.1% | +18.7% | +4.4% |
| 30D | +18.6% | -16.9% | +35.5% | +23.0% |
| 3M | +14.9% | -20.0% | +34.9% | +20.2% |
| 6M | -6.3% | -21.3% | +15.1% | -1.4% |
| YTD | +15.7% | -1.7% | +17.4% | +12.5% |
| 1Y | +54.8% | +9.6% | +45.3% | +44.5% |
| 3Y | +253.4% | -3.7% | +257.1% | +233.6% |
| All | +228.9% | +22.8% | +206.1% | +170.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling