+211.2%
GDXJ vs ELF
+303.8%
-92.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.0% |
| 7D | -2.8% | -11.6% | +8.8% | -2.0% |
| 30D | +5.0% | +4.6% | +0.3% | +4.7% |
| 3M | +24.1% | +59.7% | -35.6% | +20.4% |
| 6M | -7.4% | +21.2% | -28.6% | -8.8% |
| YTD | +10.2% | +27.4% | -17.2% | +8.0% |
| 1Y | +42.5% | -29.8% | +72.3% | +43.2% |
| 3Y | +285.7% | -28.5% | +314.2% | +278.0% |
| 5Y | +231.9% | +220.0% | +11.8% | +187.8% |
| All | +211.2% | +303.8% | -92.6% | +152.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling