+21.8%
GDXJ vs ELF
-3.2%
+25.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.9% | +7.7% | +9.3% |
| 7D | -0.2% | -1.5% | +1.4% | +0.1% |
| 30D | -7.6% | +9.5% | -17.1% | -8.8% |
| 3M | +2.3% | +29.4% | -27.1% | -1.3% |
| 6M | -7.8% | +83.7% | -91.5% | -14.7% |
| YTD | -8.4% | +49.4% | -57.8% | -13.8% |
| 1Y | +21.8% | -3.9% | +25.7% | +17.8% |
| All | +21.8% | -3.2% | +25.0% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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