+194.2%
GDX vs ELF
+284.3%
-90.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.8% | +1.6% | +4.3% |
| 7D | +15.6% | +7.8% | +7.7% | +15.1% |
| 30D | +2.4% | +9.3% | -6.8% | +2.0% |
| 3M | +1.7% | +21.2% | -19.4% | +0.8% |
| 6M | -3.3% | +96.1% | -99.4% | -6.0% |
| YTD | +6.6% | +57.0% | -50.3% | +4.2% |
| 1Y | +27.0% | +61.9% | -34.9% | +24.0% |
| 3Y | +243.4% | +20.0% | +223.4% | +229.0% |
| 5Y | +194.2% | +284.8% | -90.6% | +153.8% |
| All | +194.2% | +284.3% | -90.1% | +153.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling