+327.3%
GDX vs ELF
+316.3%
+11.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.2% | -3.8% |
| 7D | -4.6% | +3.4% | -7.9% | -4.7% |
| 30D | -6.2% | +5.0% | -11.2% | -6.3% |
| 3M | -10.0% | +22.6% | -32.6% | -10.7% |
| 6M | -15.8% | +104.0% | -119.7% | -17.7% |
| YTD | -4.6% | +49.3% | -53.9% | -6.1% |
| 1Y | +4.0% | +46.0% | -42.0% | +2.4% |
| 3Y | +211.1% | +19.4% | +191.7% | +203.6% |
| 5Y | +152.3% | +262.0% | -109.8% | +136.9% |
| All | +327.3% | +316.3% | +11.0% | +290.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling