+214.2%
GDX vs ELV
+616.7%
-402.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.0% |
| 7D | -0.4% | +3.3% | -3.7% | -0.8% |
| 30D | +18.6% | +4.2% | +14.5% | +18.0% |
| 3M | +14.9% | -0.1% | +15.0% | +14.7% |
| 6M | -6.3% | +41.3% | -47.5% | -10.5% |
| YTD | +15.7% | +17.4% | -1.7% | +12.7% |
| 1Y | +54.8% | +35.1% | +19.8% | +48.0% |
| 3Y | +253.4% | -3.2% | +256.7% | +248.7% |
| 5Y | +219.7% | +15.6% | +204.1% | +206.7% |
| 10Y | +300.2% | +276.8% | +23.4% | +212.5% |
| All | +214.2% | +616.7% | -402.5% | +78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling