+297.5%
GDXJ vs ELF
-27.2%
+324.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +1.6% |
| 7D | +0.9% | -6.8% | +7.7% | +1.4% |
| 30D | +8.8% | +5.1% | +3.7% | +8.5% |
| 3M | +29.8% | +79.8% | -49.9% | +25.9% |
| 6M | -5.8% | +29.7% | -35.5% | -7.4% |
| YTD | +13.6% | +31.6% | -18.0% | +11.4% |
| 1Y | +54.5% | -27.9% | +82.4% | +53.1% |
| All | +297.5% | -27.2% | +324.7% | +258.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling