+294.6%
GDX vs ELF
+357.0%
-62.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.3% |
| 7D | -0.4% | +5.4% | -5.7% | -0.6% |
| 30D | +18.6% | +27.0% | -8.4% | +17.7% |
| 3M | +14.9% | +113.2% | -98.3% | +12.2% |
| 6M | -6.3% | +36.6% | -42.8% | -7.4% |
| YTD | +15.7% | +44.2% | -28.5% | +14.0% |
| 1Y | +54.8% | -18.0% | +72.8% | +54.0% |
| 3Y | +253.4% | -19.9% | +273.4% | +248.6% |
| 5Y | +219.7% | +257.7% | -38.0% | +199.8% |
| All | +294.6% | +357.0% | -62.4% | +261.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling