+220.4%
GDXJ vs ELAN
-30.9%
+251.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.8% |
| 7D | -2.8% | -5.4% | +2.6% | -1.9% |
| 30D | +5.0% | +4.7% | +0.3% | +4.2% |
| 3M | +24.1% | -3.7% | +27.7% | +24.5% |
| 6M | -7.4% | -1.2% | -6.2% | -7.6% |
| YTD | +10.2% | +2.4% | +7.8% | +9.5% |
| 1Y | +42.5% | +23.4% | +19.2% | +37.9% |
| 3Y | +285.7% | +96.7% | +189.0% | +234.2% |
| All | +220.4% | -30.9% | +251.3% | +250.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling