+326.3%
GDX vs EQIX
+293.0%
+33.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.5% | +0.2% |
| 7D | -6.8% | +4.1% | -10.9% | -7.8% |
| 30D | -2.1% | +5.8% | -7.9% | -3.5% |
| 3M | -7.5% | -1.4% | -6.1% | -7.2% |
| 6M | -15.2% | -1.2% | -13.9% | -14.9% |
| YTD | -4.8% | +39.6% | -44.5% | -12.3% |
| 1Y | +6.7% | +36.8% | -30.1% | -1.2% |
| 3Y | +212.7% | +47.3% | +165.5% | +181.5% |
| 5Y | +151.7% | +50.1% | +101.5% | +121.3% |
| All | +326.3% | +293.0% | +33.3% | +173.9% |
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