+243.8%
GDX vs ELF
+393.8%
-150.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.4% |
| 7D | +11.5% | +6.3% | +5.2% | +11.2% |
| 30D | -3.1% | +8.5% | -11.6% | -3.4% |
| 3M | -4.4% | +24.4% | -28.9% | -5.2% |
| 6M | -8.6% | +94.7% | -103.3% | -10.6% |
| YTD | +0.8% | +55.9% | -55.0% | -0.9% |
| 1Y | +14.7% | +48.4% | -33.8% | +12.7% |
| 3Y | +228.8% | +24.6% | +204.1% | +220.1% |
| 5Y | +173.4% | +285.0% | -111.7% | +155.6% |
| 10Y | +319.2% | +357.2% | -38.0% | +280.9% |
| All | +243.8% | +393.8% | -150.0% | +213.7% |
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