+221.5%
GDXJ vs EAT
+476.7%
-255.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -8.1% | -4.0% | -4.1% | -7.6% |
| 30D | -5.5% | -2.9% | -2.6% | -5.1% |
| 3M | -14.6% | -16.9% | +2.3% | -12.7% |
| 6M | -23.2% | +57.0% | -80.2% | -28.3% |
| YTD | -13.0% | +38.2% | -51.2% | -17.3% |
| 1Y | +2.8% | +69.3% | -66.5% | -4.6% |
| 3Y | +221.5% | +483.0% | -261.5% | +112.0% |
| All | +221.5% | +476.7% | -255.2% | +112.0% |
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