+220.4%
GDXJ vs EIX
+20.9%
+199.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.4% |
| 7D | -2.8% | -1.4% | -1.4% | -2.5% |
| 30D | +5.0% | -19.3% | +24.3% | +10.0% |
| 3M | +24.1% | -21.7% | +45.7% | +31.1% |
| 6M | -7.4% | -19.8% | +12.5% | -3.2% |
| YTD | +10.2% | -3.0% | +13.3% | +6.9% |
| 1Y | +42.5% | +5.1% | +37.4% | +33.5% |
| 3Y | +285.7% | -7.0% | +292.7% | +265.9% |
| All | +220.4% | +20.9% | +199.5% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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