+291.6%
GDX vs EOG
+121.2%
+170.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.5% |
| 7D | -5.4% | +1.0% | -6.4% | -5.5% |
| 30D | +6.6% | +2.8% | +3.7% | +6.2% |
| 3M | +30.1% | +5.9% | +24.2% | +28.9% |
| 6M | -7.1% | +17.1% | -24.2% | -9.6% |
| YTD | +12.0% | +43.9% | -32.0% | +5.9% |
| 1Y | +41.2% | +26.9% | +14.3% | +35.7% |
| 3Y | +251.0% | +23.6% | +227.4% | +235.9% |
| 5Y | +226.7% | +178.1% | +48.6% | +188.9% |
| All | +291.6% | +121.2% | +170.4% | +225.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 10y: compounded portfolio wealth divided by compounded EOG 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…
10y analysis · Full analysis span regression · 6 months rolling