+158.4%
GDX vs EOG
+660.5%
-502.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -2.0% | -0.7% |
| 7D | -6.8% | +7.6% | -14.4% | -8.8% |
| 30D | -2.1% | +3.4% | -5.5% | -3.5% |
| 3M | -7.5% | +12.7% | -20.2% | -11.3% |
| 6M | -15.2% | +19.0% | -34.2% | -20.8% |
| YTD | -4.8% | +55.6% | -60.4% | -18.9% |
| 1Y | +6.7% | +49.5% | -42.8% | -8.1% |
| 3Y | +212.7% | +43.2% | +169.6% | +167.7% |
| 5Y | +151.7% | +111.8% | +39.8% | +84.5% |
| 10Y | +330.3% | +140.4% | +190.0% | +151.1% |
| All | +158.4% | +660.5% | -502.1% | -36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling