+215.1%
GDXJ vs EL
+26.1%
+189.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | -2.8% | -6.5% | +3.7% | -1.4% |
| 30D | +5.0% | +11.1% | -6.2% | +2.6% |
| 3M | +24.1% | +10.7% | +13.4% | +21.4% |
| 6M | -7.4% | +6.9% | -14.2% | -9.3% |
| YTD | +10.2% | -6.3% | +16.5% | +10.2% |
| 1Y | +42.5% | +13.5% | +29.1% | +37.3% |
| 3Y | +285.7% | -33.1% | +318.8% | +298.8% |
| 5Y | +231.9% | -68.8% | +300.6% | +294.0% |
| All | +215.1% | +26.1% | +189.0% | +184.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling