-2.9%
GDX vs ELAN
+1.9%
-4.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.8% | +1.6% |
| 7D | +1.9% | -4.6% | +6.5% | +3.3% |
| 30D | +9.9% | +5.7% | +4.2% | +8.0% |
| 3M | +28.2% | -3.9% | +32.1% | +28.6% |
| 6M | -2.9% | -1.6% | -1.3% | -5.8% |
| All | -2.9% | +1.9% | -4.8% | -5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling