+42.5%
GDXJ vs ELV
+36.0%
+6.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +1.0% |
| 7D | -2.8% | +3.2% | -6.0% | -3.1% |
| 30D | +5.0% | +5.4% | -0.4% | +4.4% |
| 3M | +24.1% | +5.4% | +18.7% | +23.2% |
| 6M | -7.4% | +45.7% | -53.1% | -11.2% |
| YTD | +10.2% | +21.2% | -11.0% | +5.5% |
| 1Y | +42.5% | +35.6% | +6.9% | +38.0% |
| All | +42.5% | +36.0% | +6.5% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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