+249.6%
GDX vs EQX
+168.9%
+80.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.2% |
| 7D | -2.2% | -3.2% | +1.0% | -0.4% |
| 30D | +6.8% | +7.8% | -1.0% | +2.4% |
| 3M | +24.9% | +21.3% | +3.6% | +12.1% |
| 6M | -4.2% | -22.4% | +18.2% | +8.9% |
| YTD | +13.2% | -11.3% | +24.5% | +20.4% |
| 1Y | +40.2% | +13.5% | +26.7% | +32.6% |
| 3Y | +249.6% | +162.1% | +87.5% | +112.0% |
| All | +249.6% | +168.9% | +80.7% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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