+227.4%
GDX vs GEV
+730.5%
-503.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.5% |
| 7D | +1.9% | +3.2% | -1.3% | +1.3% |
| 30D | +9.9% | -4.0% | +13.9% | +10.7% |
| 3M | +28.2% | +3.4% | +24.8% | +26.4% |
| 6M | -2.9% | +14.7% | -17.6% | -5.8% |
| YTD | +16.0% | +45.8% | -29.8% | +8.7% |
| 1Y | +49.9% | +57.4% | -7.5% | +38.1% |
| All | +227.4% | +730.5% | -503.1% | +134.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling