+159.2%
GDXJ vs EOSE
-58.6%
+217.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +1.6% |
| 7D | +0.9% | +15.0% | -14.0% | -0.3% |
| 30D | +8.8% | +2.5% | +6.3% | +8.2% |
| 3M | +29.8% | -33.7% | +63.6% | +32.8% |
| 6M | -5.8% | -32.7% | +26.9% | -4.5% |
| YTD | +13.6% | -63.8% | +77.4% | +18.8% |
| 1Y | +54.5% | -40.5% | +95.0% | +54.7% |
| 3Y | +301.4% | +50.4% | +251.0% | +252.7% |
| 5Y | +236.3% | -68.6% | +304.9% | +202.2% |
| All | +159.2% | -58.6% | +217.8% | +147.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling