+327.3%
GDX vs ESI
+321.1%
+6.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.8% | -3.6% |
| 7D | -4.6% | +8.3% | -12.9% | -5.8% |
| 30D | -6.2% | -10.4% | +4.2% | -4.7% |
| 3M | -10.0% | -13.2% | +3.1% | -8.2% |
| 6M | -15.8% | -23.9% | +8.1% | -12.6% |
| YTD | -4.6% | +34.2% | -38.8% | -8.1% |
| 1Y | +4.0% | +22.2% | -18.2% | +1.2% |
| 3Y | +211.1% | +79.2% | +131.9% | +188.5% |
| 5Y | +152.3% | +38.1% | +114.1% | +134.4% |
| All | +327.3% | +321.1% | +6.2% | +259.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling