+395.0%
GDX vs EQX
+226.7%
+168.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.1% | +1.6% | -0.8% |
| 7D | -5.4% | -7.0% | +1.6% | -1.7% |
| 30D | +6.6% | +4.8% | +1.7% | +4.0% |
| 3M | +30.1% | +25.6% | +4.5% | +15.6% |
| 6M | -7.1% | -25.8% | +18.7% | +8.1% |
| YTD | +12.0% | -12.7% | +24.7% | +19.9% |
| 1Y | +41.2% | +14.1% | +27.1% | +32.2% |
| 3Y | +251.0% | +165.7% | +85.2% | +99.6% |
| 5Y | +226.7% | +81.2% | +145.5% | +104.3% |
| All | +395.0% | +226.7% | +168.3% | +159.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling