+319.2%
GDX vs EL
+60.9%
+258.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.7% | -5.5% |
| 7D | +11.5% | +7.6% | +3.8% | +10.2% |
| 30D | -3.1% | +15.7% | -18.8% | -5.4% |
| 3M | -4.4% | +30.5% | -35.0% | -8.4% |
| 6M | -8.6% | +32.5% | -41.1% | -12.8% |
| YTD | +0.8% | +9.4% | -8.6% | -1.7% |
| 1Y | +14.7% | +28.4% | -13.7% | +9.4% |
| 3Y | +228.8% | +4.4% | +224.3% | +215.0% |
| 5Y | +173.4% | -64.5% | +237.9% | +192.6% |
| 10Y | +319.2% | +64.9% | +254.3% | +276.3% |
| All | +319.2% | +60.9% | +258.4% | +276.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling