+356.4%
GDX vs EQH
+230.1%
+126.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.4% | -3.6% |
| 7D | -5.4% | -1.8% | -3.6% | -5.2% |
| 30D | +6.6% | +2.4% | +4.1% | +6.2% |
| 3M | +30.1% | +26.3% | +3.8% | +26.7% |
| 6M | -7.1% | +35.8% | -42.9% | -10.4% |
| YTD | +12.0% | +12.7% | -0.7% | +10.0% |
| 1Y | +41.2% | +2.5% | +38.8% | +39.9% |
| 3Y | +251.0% | +98.6% | +152.4% | +220.6% |
| 5Y | +226.7% | +101.7% | +125.0% | +196.3% |
| All | +356.4% | +230.1% | +126.4% | +268.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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