+123.6%
GDXJ vs EAT
+363.9%
-240.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -8.1% | -4.0% | -4.1% | -7.5% |
| 30D | -5.5% | -2.9% | -2.6% | -5.1% |
| 3M | -14.6% | -16.9% | +2.3% | -12.6% |
| 6M | -23.2% | +57.0% | -80.2% | -28.6% |
| YTD | -13.0% | +38.2% | -51.2% | -17.8% |
| 1Y | +2.8% | +69.3% | -66.5% | -5.7% |
| 3Y | +221.5% | +483.0% | -261.5% | +132.7% |
| All | +123.6% | +363.9% | -240.3% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling