+169.7%
GDX vs EIX
+222.9%
-53.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | +0.7% | -2.5% | +3.3% | +1.6% |
| 30D | -3.8% | +7.7% | -11.4% | -6.0% |
| 3M | -5.4% | -12.9% | +7.4% | -2.8% |
| 6M | -12.7% | -12.7% | 0.0% | -10.8% |
| YTD | -0.7% | +5.5% | -6.1% | -5.2% |
| 1Y | +11.9% | +9.4% | +2.5% | +5.4% |
| 3Y | +223.9% | +9.7% | +214.2% | +196.8% |
| 5Y | +163.2% | +16.9% | +146.3% | +133.9% |
| 10Y | +349.2% | +34.3% | +314.9% | +246.2% |
| All | +169.7% | +222.9% | -53.2% | +22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling