+258.1%
GDX vs EOG
+22.2%
+235.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +1.1% |
| 7D | +1.9% | -1.3% | +3.2% | +1.9% |
| 30D | +9.9% | +3.4% | +6.6% | +9.9% |
| 3M | +28.2% | +7.8% | +20.4% | +27.9% |
| 6M | -2.9% | +13.4% | -16.3% | -4.6% |
| YTD | +16.0% | +43.5% | -27.5% | +8.5% |
| 1Y | +49.9% | +29.7% | +20.2% | +42.7% |
| All | +258.1% | +22.2% | +235.9% | +233.2% |
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