+37.8%
GDXJ vs ED
+450.9%
-413.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.1% |
| 7D | -8.1% | +2.1% | -10.2% | -8.8% |
| 30D | -5.5% | +10.4% | -15.9% | -9.0% |
| 3M | -14.6% | +12.5% | -27.1% | -18.4% |
| 6M | -23.2% | +14.9% | -38.1% | -27.6% |
| YTD | -13.0% | +24.8% | -37.8% | -20.9% |
| 1Y | +2.8% | +23.8% | -21.1% | -6.4% |
| 3Y | +221.5% | +51.6% | +169.8% | +166.3% |
| 5Y | +123.4% | +86.4% | +36.9% | +70.4% |
| 10Y | +238.2% | +145.4% | +92.7% | +108.0% |
| All | +37.8% | +450.9% | -413.1% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 all: compounded portfolio wealth divided by compounded ED 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…
all analysis · Full analysis span regression · 6 months rolling