+220.4%
GDXJ vs ESI
+67.8%
+152.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -2.8% | -4.6% | +1.8% | -1.2% |
| 30D | +5.0% | -10.5% | +15.5% | +8.8% |
| 3M | +24.1% | -19.8% | +43.9% | +32.5% |
| 6M | -7.4% | +5.8% | -13.2% | -9.5% |
| YTD | +10.2% | +38.3% | -28.1% | -0.4% |
| 1Y | +42.5% | +31.5% | +11.0% | +30.2% |
| 3Y | +285.7% | +80.7% | +205.0% | +212.0% |
| All | +220.4% | +67.8% | +152.6% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 5y: compounded portfolio wealth divided by compounded ESI 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…
5y analysis · Full analysis span regression · 6 months rolling