+145.7%
GDXJ vs ELF
+391.6%
-245.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.0% |
| 6M | -23.2% | +119.5% | -142.7% | -27.1% |
| YTD | -13.0% | +55.2% | -68.1% | -15.9% |
| 1Y | +2.8% | +58.6% | -55.8% | -0.8% |
| 3Y | +221.5% | +21.3% | +200.2% | +204.3% |
| 5Y | +123.4% | +276.2% | -152.8% | +91.7% |
| 10Y | +238.2% | +337.0% | -98.8% | +171.4% |
| All | +145.7% | +391.6% | -245.9% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling