+177.3%
GDX vs EIX
+219.9%
-42.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.6% | +3.0% |
| 7D | +13.6% | +1.0% | +12.6% | +13.3% |
| 30D | +2.5% | +9.1% | -6.6% | -0.4% |
| 3M | +4.4% | -10.2% | +14.6% | +6.1% |
| 6M | -5.2% | -11.2% | +6.0% | -3.7% |
| YTD | +2.1% | +4.5% | -2.3% | -2.3% |
| 1Y | +24.7% | +10.9% | +13.8% | +16.9% |
| 3Y | +211.3% | +8.4% | +202.9% | +186.4% |
| 5Y | +186.7% | +18.0% | +168.7% | +153.8% |
| 10Y | +285.3% | +30.3% | +255.0% | +200.7% |
| All | +177.3% | +219.9% | -42.6% | +26.2% |
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