+177.3%
GDX vs ES
+632.1%
-454.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.0% | +3.3% |
| 7D | +13.6% | +1.9% | +11.8% | +12.9% |
| 30D | +2.5% | +7.1% | -4.5% | -0.3% |
| 3M | +4.4% | -1.9% | +6.3% | +4.9% |
| 6M | -5.2% | +4.4% | -9.6% | -7.3% |
| YTD | +2.1% | +7.3% | -5.2% | -1.1% |
| 1Y | +24.7% | +2.1% | +22.6% | +22.4% |
| 3Y | +211.3% | +41.8% | +169.4% | +164.1% |
| 5Y | +186.7% | +1.4% | +185.2% | +175.0% |
| 10Y | +285.3% | +86.8% | +198.6% | +160.2% |
| All | +177.3% | +632.1% | -454.8% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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