+220.4%
GDXJ vs EAT
+313.1%
-92.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | -2.8% | -7.7% | +4.9% | -1.8% |
| 30D | +5.0% | -13.6% | +18.5% | +6.9% |
| 3M | +24.1% | +33.9% | -9.8% | +18.8% |
| 6M | -7.4% | +47.2% | -54.6% | -12.7% |
| YTD | +10.2% | +48.1% | -37.8% | +3.7% |
| 1Y | +42.5% | +33.7% | +8.9% | +35.5% |
| 3Y | +285.7% | +595.8% | -310.1% | +180.2% |
| All | +220.4% | +313.1% | -92.7% | +118.2% |
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