+79.8%
GDXJ vs ELV
+847.2%
-767.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | +0.9% | -2.2% | +3.1% | +1.3% |
| 30D | +8.8% | -0.2% | +9.0% | +8.8% |
| 3M | +29.8% | -6.1% | +36.0% | +31.0% |
| 6M | -5.8% | +42.8% | -48.6% | -11.4% |
| YTD | +13.6% | +14.4% | -0.8% | +10.2% |
| 1Y | +54.5% | +28.6% | +25.9% | +46.8% |
| 3Y | +301.4% | -7.4% | +308.8% | +297.4% |
| 5Y | +236.3% | +14.5% | +221.9% | +219.2% |
| 10Y | +240.1% | +257.4% | -17.3% | +153.6% |
| All | +79.8% | +847.2% | -767.3% | -7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling