+173.8%
GDX vs ENB
+711.8%
-538.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.8% |
| 7D | +11.5% | -2.4% | +13.9% | +12.6% |
| 30D | -3.1% | +2.5% | -5.6% | -4.4% |
| 3M | -4.4% | -5.8% | +1.4% | -2.2% |
| 6M | -8.6% | -8.5% | -0.1% | -5.6% |
| YTD | +0.8% | +3.9% | -3.0% | -2.2% |
| 1Y | +14.7% | +3.7% | +11.0% | +11.3% |
| 3Y | +228.8% | +70.1% | +158.7% | +154.8% |
| 5Y | +173.4% | +53.2% | +120.2% | +121.9% |
| 10Y | +319.2% | +100.2% | +219.0% | +178.9% |
| All | +173.8% | +711.8% | -538.1% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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