+233.6%
GDX vs EQIX
+31.3%
+202.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +1.9% | +2.3% | -0.5% | +1.1% |
| 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% | -6.0% |
| YTD | +16.0% | +38.2% | -22.2% | +4.2% |
| 1Y | +49.9% | +36.7% | +13.2% | +35.0% |
| 3Y | +263.6% | +44.1% | +219.5% | +215.1% |
| 5Y | +233.6% | +34.8% | +198.7% | +169.5% |
| All | +233.6% | +31.3% | +202.3% | +169.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling