+228.9%
GDX vs ELF
+19.0%
+209.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.7% | -3.6% | +1.9% |
| 7D | +13.6% | +4.0% | +9.6% | +13.4% |
| 30D | +2.5% | +10.6% | -8.1% | +2.0% |
| 3M | +4.4% | +25.8% | -21.4% | +3.4% |
| 6M | -5.2% | +89.1% | -94.3% | -7.4% |
| YTD | +2.1% | +52.7% | -50.6% | +0.2% |
| 1Y | +24.7% | +51.7% | -27.0% | +22.3% |
| All | +228.9% | +19.0% | +209.9% | +180.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling