+291.6%
GDX vs EQIX
+242.1%
+49.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.6% | -3.0% |
| 7D | -5.4% | -1.6% | -3.7% | -5.0% |
| 30D | +6.6% | -0.4% | +6.9% | +6.7% |
| 3M | +30.1% | -0.9% | +31.0% | +30.4% |
| 6M | -7.1% | +8.1% | -15.2% | -8.7% |
| YTD | +12.0% | +35.7% | -23.7% | +3.7% |
| 1Y | +41.2% | +34.0% | +7.2% | +31.1% |
| 3Y | +251.0% | +41.4% | +209.6% | +218.0% |
| 5Y | +226.7% | +34.0% | +192.7% | +192.4% |
| All | +291.6% | +242.1% | +49.5% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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