+170.8%
GDX vs EOSE
-60.6%
+231.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | -2.2% | +1.8% | -4.0% | -2.3% |
| 30D | +6.8% | -6.8% | +13.6% | +6.9% |
| 3M | +24.9% | -36.3% | +61.2% | +27.5% |
| 6M | -4.2% | -38.8% | +34.6% | -2.6% |
| YTD | +13.2% | -65.5% | +78.7% | +17.7% |
| 1Y | +40.2% | -45.3% | +85.5% | +41.2% |
| 3Y | +249.6% | +44.2% | +205.4% | +218.4% |
| 5Y | +230.4% | -69.5% | +299.9% | +203.6% |
| All | +170.8% | -60.6% | +231.4% | +161.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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