+231.2%
GDXJ vs ELF
+332.6%
-101.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -0.9% |
| 7D | -8.1% | +1.6% | -9.7% | -8.2% |
| 30D | -5.5% | +9.1% | -14.6% | -6.0% |
| 3M | -14.6% | +28.2% | -42.7% | -15.9% |
| 6M | -23.2% | +119.5% | -142.7% | -27.0% |
| YTD | -13.0% | +55.2% | -68.1% | -15.8% |
| 1Y | +2.8% | +58.6% | -55.8% | -0.8% |
| 3Y | +221.5% | +21.3% | +200.2% | +204.7% |
| 5Y | +123.4% | +276.2% | -152.8% | +92.4% |
| All | +231.2% | +332.6% | -101.4% | +163.8% |
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 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