+220.2%
GDXJ vs ELF
+357.0%
-136.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.6% |
| 7D | +0.2% | +5.4% | -5.2% | -0.2% |
| 30D | +17.9% | +27.0% | -9.1% | +16.1% |
| 3M | +15.3% | +113.2% | -97.9% | +9.9% |
| 6M | -9.4% | +36.6% | -46.0% | -11.6% |
| YTD | +13.4% | +44.2% | -30.8% | +10.2% |
| 1Y | +59.7% | -18.0% | +77.6% | +58.8% |
| 3Y | +283.6% | -19.9% | +303.5% | +273.2% |
| 5Y | +217.6% | +257.7% | -40.1% | +173.4% |
| All | +220.2% | +357.0% | -136.8% | +158.1% |
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