+308.2%
GDXJ vs EQH
+234.7%
+73.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.4% | +0.8% |
| 7D | -2.8% | +0.7% | -3.5% | -2.9% |
| 30D | +5.0% | +2.8% | +2.1% | +4.3% |
| 3M | +24.1% | +23.1% | +1.0% | +19.2% |
| 6M | -7.4% | +41.4% | -48.7% | -13.5% |
| YTD | +10.2% | +14.3% | -4.0% | +6.8% |
| 1Y | +42.5% | +1.6% | +40.9% | +40.8% |
| 3Y | +285.7% | +102.7% | +183.0% | +227.9% |
| 5Y | +231.9% | +104.5% | +127.3% | +178.3% |
| All | +308.2% | +234.7% | +73.5% | +184.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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