+214.2%
GDX vs EOG
+592.8%
-378.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | -0.4% | +1.3% | -1.7% | -0.8% |
| 30D | +18.6% | +8.2% | +10.5% | +15.8% |
| 3M | +14.9% | +3.8% | +11.1% | +12.6% |
| 6M | -6.3% | +15.3% | -21.6% | -12.0% |
| YTD | +15.7% | +41.7% | -26.0% | +1.9% |
| 1Y | +54.8% | +23.6% | +31.3% | +41.7% |
| 3Y | +253.4% | +23.3% | +230.2% | +217.6% |
| 5Y | +219.7% | +170.4% | +49.2% | +117.0% |
| 10Y | +300.2% | +125.5% | +174.7% | +138.4% |
| All | +214.2% | +592.8% | -378.6% | -20.6% |
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