+275.6%
GDX vs ESI
+195.2%
+80.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.3% |
| 7D | +11.5% | -6.6% | +18.1% | +12.5% |
| 30D | -3.1% | -9.8% | +6.7% | -1.7% |
| 3M | -4.4% | -11.9% | +7.5% | -2.8% |
| 6M | -8.6% | -25.1% | +16.5% | -4.9% |
| YTD | +0.8% | +31.9% | -31.1% | -3.0% |
| 1Y | +14.7% | +19.2% | -4.5% | +11.7% |
| 3Y | +228.8% | +76.2% | +152.6% | +202.3% |
| 5Y | +173.4% | +39.4% | +134.0% | +154.7% |
| 10Y | +319.2% | +304.9% | +14.3% | +232.1% |
| All | +275.6% | +195.2% | +80.4% | +229.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling