+41.0%
GDXJ vs ELF
-29.1%
+70.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.3% | +0.3% | -3.4% |
| 7D | -6.2% | -10.8% | +4.6% | -4.8% |
| 30D | +4.6% | +0.8% | +3.8% | +4.5% |
| 3M | +31.3% | +64.8% | -33.5% | +24.1% |
| 6M | -10.7% | +19.0% | -29.7% | -12.8% |
| YTD | +9.1% | +25.9% | -16.9% | +5.4% |
| All | +41.0% | -29.1% | +70.1% | +36.7% |
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