+331.1%
GDX vs ESI
+224.6%
+106.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -2.6% |
| 7D | -0.4% | +3.3% | -3.7% | -0.9% |
| 30D | +18.6% | -5.9% | +24.5% | +19.6% |
| 3M | +14.9% | -14.1% | +29.0% | +17.2% |
| 6M | -6.3% | +6.6% | -12.8% | -7.3% |
| YTD | +15.7% | +45.0% | -29.3% | +9.9% |
| 1Y | +54.8% | +41.5% | +13.4% | +47.3% |
| 3Y | +253.4% | +78.8% | +174.7% | +223.6% |
| 5Y | +219.7% | +70.9% | +148.8% | +190.5% |
| 10Y | +300.2% | +317.1% | -16.9% | +215.1% |
| All | +331.1% | +224.6% | +106.4% | +273.6% |
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 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