+473.1%
GDX vs ELAN
-27.0%
+500.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.8% | +1.3% |
| 7D | +1.9% | -4.6% | +6.5% | +2.4% |
| 30D | +9.9% | +5.7% | +4.2% | +9.2% |
| 3M | +28.2% | -3.9% | +32.1% | +28.5% |
| 6M | -2.9% | -1.6% | -1.3% | -3.1% |
| YTD | +16.0% | +4.1% | +11.9% | +15.2% |
| 1Y | +49.9% | +25.5% | +24.3% | +46.2% |
| 3Y | +263.6% | +103.2% | +160.4% | +230.5% |
| 5Y | +233.6% | -29.8% | +263.4% | +229.7% |
| All | +473.1% | -27.0% | +500.1% | +391.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling