+59.7%
GDXJ vs EOSE
-49.1%
+108.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.9% | -13.4% | -4.0% |
| 7D | +0.2% | +19.0% | -18.8% | -2.6% |
| 30D | +17.9% | +1.6% | +16.3% | +17.0% |
| 3M | +15.3% | -52.0% | +67.3% | +25.0% |
| 6M | -9.4% | -42.5% | +33.1% | -5.3% |
| YTD | +13.4% | -66.1% | +79.5% | +24.1% |
| 1Y | +59.7% | -47.1% | +106.8% | +71.7% |
| All | +59.7% | -49.1% | +108.7% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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