+216.1%
GDX vs GEV
+706.8%
-490.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.6% | -2.9% |
| 7D | -5.4% | -1.9% | -3.5% | -5.1% |
| 30D | +6.6% | -8.7% | +15.3% | +8.3% |
| 3M | +30.1% | +6.6% | +23.5% | +27.5% |
| 6M | -7.1% | +10.2% | -17.3% | -9.2% |
| YTD | +12.0% | +41.6% | -29.7% | +5.5% |
| 1Y | +41.2% | +43.9% | -2.7% | +31.8% |
| All | +216.1% | +706.8% | -490.7% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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