+212.7%
GDX vs EOG
+43.2%
+169.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -2.0% | -0.1% |
| 7D | -6.8% | +7.6% | -14.4% | -6.3% |
| 30D | -2.1% | +3.4% | -5.5% | -1.9% |
| 3M | -7.5% | +12.7% | -20.2% | -7.1% |
| 6M | -15.2% | +19.0% | -34.2% | -15.0% |
| YTD | -4.8% | +55.6% | -60.4% | -10.3% |
| 1Y | +6.7% | +49.5% | -42.8% | +1.3% |
| 3Y | +212.7% | +43.2% | +169.6% | +186.9% |
| All | +212.7% | +43.2% | +169.5% | +186.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling