+227.7%
GDX vs ESI
+77.4%
+150.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -1.0% |
| 7D | +4.0% | +5.4% | -1.4% | +2.5% |
| 30D | +9.5% | -4.2% | +13.7% | +10.6% |
| 3M | +25.1% | -9.6% | +34.7% | +27.6% |
| 6M | -2.9% | +18.3% | -21.3% | -7.5% |
| YTD | +14.7% | +45.8% | -31.1% | +4.4% |
| 1Y | +47.4% | +39.2% | +8.3% | +35.1% |
| 3Y | +259.7% | +86.3% | +173.4% | +202.4% |
| 5Y | +227.7% | +76.2% | +151.4% | +162.9% |
| All | +227.7% | +77.4% | +150.2% | +162.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling