+214.2%
GDX vs EIX
+200.9%
+13.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.5% |
| 7D | -0.4% | -19.1% | +18.7% | +5.1% |
| 30D | +18.6% | -16.9% | +35.5% | +23.8% |
| 3M | +14.9% | -20.0% | +34.9% | +21.0% |
| 6M | -6.3% | -21.3% | +15.1% | -0.7% |
| YTD | +15.7% | -1.7% | +17.4% | +13.1% |
| 1Y | +54.8% | +9.6% | +45.3% | +45.2% |
| 3Y | +253.4% | -3.7% | +257.1% | +238.7% |
| 5Y | +219.7% | +22.6% | +197.0% | +178.9% |
| 10Y | +300.2% | +17.7% | +282.5% | +226.1% |
| All | +214.2% | +200.9% | +13.2% | +46.0% |
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