+224.1%
GDX vs ELAN
-30.9%
+255.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.2% | +0.9% |
| 7D | -2.2% | -5.4% | +3.3% | -1.4% |
| 30D | +6.8% | +4.7% | +2.1% | +6.1% |
| 3M | +24.9% | -3.7% | +28.6% | +25.3% |
| 6M | -4.2% | -1.2% | -3.0% | -4.5% |
| YTD | +13.2% | +2.4% | +10.8% | +12.6% |
| 1Y | +40.2% | +23.4% | +16.8% | +36.6% |
| 3Y | +249.6% | +96.7% | +152.9% | +212.8% |
| All | +224.1% | -30.9% | +255.0% | +240.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling