+245.7%
GDX vs EOSE
+44.0%
+201.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.9% | +0.4% | -3.1% |
| 7D | -5.4% | +14.0% | -19.4% | -6.6% |
| 30D | +6.6% | -5.9% | +12.5% | +6.7% |
| 3M | +30.1% | -34.3% | +64.4% | +33.5% |
| 6M | -7.1% | -37.8% | +30.7% | -5.0% |
| YTD | +12.0% | -65.2% | +77.1% | +18.1% |
| 1Y | +41.2% | -41.9% | +83.1% | +42.1% |
| All | +245.7% | +44.0% | +201.7% | +191.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling