+150.7%
GDX vs ELV
+5.9%
+144.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -6.8% | +1.0% | -7.8% | -6.9% |
| 30D | -2.1% | +0.4% | -2.5% | -2.2% |
| 3M | -7.5% | +8.4% | -15.9% | -8.6% |
| 6M | -15.2% | +8.4% | -23.6% | -16.3% |
| YTD | -4.8% | +24.4% | -29.2% | -8.3% |
| 1Y | +6.7% | +33.5% | -26.8% | +1.8% |
| 3Y | +212.7% | -2.1% | +214.8% | +209.2% |
| All | +150.7% | +5.9% | +144.8% | +143.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling