+24.8%
GDX vs ELF
-3.2%
+28.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.9% | +7.1% | +8.8% |
| 7D | +0.8% | -1.5% | +2.3% | +1.0% |
| 30D | -3.2% | +9.5% | -12.8% | -4.3% |
| 3M | +8.6% | +29.4% | -20.8% | +5.5% |
| 6M | -1.2% | +83.7% | -85.0% | -7.2% |
| YTD | -1.4% | +49.4% | -50.8% | -6.3% |
| 1Y | +24.8% | -3.9% | +28.7% | +21.9% |
| All | +24.8% | -3.2% | +28.0% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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