+174.5%
GDX vs EOSE
-57.1%
+231.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.8% | -11.7% | -1.5% |
| 7D | +4.0% | +41.4% | -37.5% | +1.5% |
| 30D | +9.5% | +3.6% | +5.9% | +8.9% |
| 3M | +25.1% | -35.7% | +60.8% | +27.6% |
| 6M | -2.9% | -29.9% | +26.9% | -2.1% |
| YTD | +14.7% | -62.5% | +77.2% | +18.6% |
| 1Y | +47.4% | -37.4% | +84.8% | +47.3% |
| 3Y | +259.7% | +55.8% | +203.9% | +226.0% |
| 5Y | +227.7% | -67.8% | +295.5% | +200.0% |
| All | +174.5% | -57.1% | +231.6% | +163.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling