+189.5%
GDX vs EL
+615.1%
-425.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.8% | +1.6% | +3.8% |
| 7D | +15.6% | +8.0% | +7.5% | +13.8% |
| 30D | +2.4% | +15.4% | -13.0% | -0.6% |
| 3M | +1.7% | +28.5% | -26.8% | -3.4% |
| 6M | -3.3% | +32.2% | -35.5% | -9.0% |
| YTD | +6.6% | +9.2% | -2.6% | +3.2% |
| 1Y | +27.0% | +30.8% | -3.8% | +18.7% |
| 3Y | +243.4% | +3.7% | +239.7% | +223.3% |
| 5Y | +194.2% | -64.8% | +259.0% | +238.1% |
| 10Y | +310.1% | +60.0% | +250.1% | +215.0% |
| All | +189.5% | +615.1% | -425.6% | +23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling