+297.5%
GDXJ vs EAT
+587.9%
-290.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.6% | +1.8% |
| 7D | +0.9% | -6.8% | +7.7% | +1.9% |
| 30D | +8.8% | -5.4% | +14.2% | +9.5% |
| 3M | +29.8% | +42.8% | -12.9% | +23.2% |
| 6M | -5.8% | +56.5% | -62.3% | -12.0% |
| YTD | +13.6% | +50.0% | -36.4% | +6.8% |
| 1Y | +54.5% | +38.3% | +16.2% | +46.5% |
| All | +297.5% | +587.9% | -290.4% | +154.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling