+158.4%
GDX vs ELV
+659.0%
-500.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.1% |
| 1Y | +6.7% | +33.5% | -26.8% | +2.1% |
| 3Y | +212.7% | -2.1% | +214.8% | +207.9% |
| 5Y | +151.7% | +5.8% | +145.9% | +144.1% |
| 10Y | +330.3% | +268.9% | +61.4% | +237.6% |
| All | +158.4% | +659.0% | -500.6% | +45.6% |
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