+258.1%
GDX vs EQIX
+43.4%
+214.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +1.9% | +2.3% | -0.5% | +1.2% |
| 30D | +9.9% | +0.4% | +9.5% | +9.8% |
| 3M | +28.2% | -1.1% | +29.3% | +28.6% |
| 6M | -2.9% | +11.5% | -14.4% | -5.5% |
| YTD | +16.0% | +38.2% | -22.2% | +5.7% |
| 1Y | +49.9% | +36.7% | +13.2% | +36.9% |
| All | +258.1% | +43.4% | +214.8% | +224.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling