+21.8%
GDXJ vs ELAN
+13.9%
+7.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.0% | +6.6% | +8.5% |
| 7D | -0.2% | +11.7% | -11.9% | -4.2% |
| 30D | -7.6% | +12.4% | -20.0% | -11.5% |
| 3M | +2.3% | -1.1% | +3.4% | +2.2% |
| 6M | -7.8% | +12.4% | -20.3% | -13.7% |
| YTD | -8.4% | +11.8% | -20.2% | -11.8% |
| 1Y | +21.8% | +12.5% | +9.3% | +17.9% |
| All | +21.8% | +13.9% | +7.9% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling