+169.4%
GDX vs GEV
+615.2%
-445.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.2% | -4.2% |
| 7D | -4.6% | +6.2% | -10.8% | -5.6% |
| 30D | -6.2% | -18.4% | +12.2% | -3.0% |
| 3M | -10.0% | -21.2% | +11.2% | -6.5% |
| 6M | -15.8% | -23.6% | +7.8% | -12.6% |
| YTD | -4.6% | +25.5% | -30.1% | -8.5% |
| 1Y | +4.0% | +42.6% | -38.6% | -2.5% |
| All | +169.4% | +615.2% | -445.8% | +97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling