+280.4%
GDX vs ESI
+182.6%
+97.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.2% | +1.9% |
| 7D | +13.6% | -8.5% | +22.2% | +15.0% |
| 30D | +2.5% | -15.7% | +18.2% | +5.1% |
| 3M | +4.4% | -18.2% | +22.6% | +7.4% |
| 6M | -5.2% | -28.8% | +23.6% | -0.7% |
| YTD | +2.1% | +26.3% | -24.1% | -1.1% |
| 1Y | +24.7% | +18.2% | +6.5% | +21.7% |
| 3Y | +211.3% | +68.1% | +143.2% | +188.2% |
| 5Y | +186.7% | +28.8% | +157.9% | +169.8% |
| 10Y | +285.3% | +329.8% | -44.5% | +202.5% |
| All | +280.4% | +182.6% | +97.8% | +236.2% |
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