+24.8%
GDX vs ELAN
+13.9%
+10.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.0% | +6.0% | +8.0% |
| 7D | +0.8% | +11.7% | -11.0% | -2.9% |
| 30D | -3.2% | +12.4% | -15.7% | -7.0% |
| 3M | +8.6% | -1.1% | +9.7% | +8.4% |
| 6M | -1.2% | +12.4% | -13.7% | -7.0% |
| YTD | -1.4% | +11.8% | -13.2% | -4.9% |
| 1Y | +24.8% | +12.5% | +12.3% | +20.8% |
| All | +24.8% | +13.9% | +10.9% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling