+151.5%
GDXJ vs EOSE
-60.6%
+212.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.1% |
| 7D | -2.8% | +1.8% | -4.6% | -3.0% |
| 30D | +5.0% | -6.8% | +11.8% | +5.2% |
| 3M | +24.1% | -36.3% | +60.4% | +27.3% |
| 6M | -7.4% | -38.8% | +31.4% | -5.4% |
| YTD | +10.2% | -65.5% | +75.8% | +15.7% |
| 1Y | +42.5% | -45.3% | +87.8% | +43.7% |
| 3Y | +285.7% | +44.2% | +241.6% | +240.1% |
| 5Y | +231.9% | -69.5% | +301.4% | +198.9% |
| All | +151.5% | -60.6% | +212.1% | +140.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling