+211.8%
GDXJ vs EAT
+379.9%
-168.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -4.0% |
| 7D | -6.2% | -6.2% | 0.0% | -5.6% |
| 30D | +4.6% | -3.0% | +7.7% | +4.9% |
| 3M | +31.3% | +45.6% | -14.4% | +25.6% |
| 6M | -10.7% | +53.5% | -64.2% | -15.3% |
| YTD | +9.1% | +49.6% | -40.5% | +3.6% |
| 1Y | +44.1% | +38.9% | +5.2% | +37.6% |
| 3Y | +285.4% | +589.7% | -304.3% | +204.0% |
| 5Y | +228.4% | +318.7% | -90.3% | +164.6% |
| All | +211.8% | +379.9% | -168.1% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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