+258.1%
GDX vs ELV
-7.6%
+265.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.2% |
| 7D | +1.9% | -2.2% | +4.1% | +2.1% |
| 30D | +9.9% | -0.2% | +10.1% | +9.9% |
| 3M | +28.2% | -6.1% | +34.3% | +28.6% |
| 6M | -2.9% | +42.8% | -45.7% | -5.5% |
| YTD | +16.0% | +14.4% | +1.6% | +14.1% |
| 1Y | +49.9% | +28.6% | +21.3% | +46.4% |
| All | +258.1% | -7.6% | +265.8% | +262.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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