+289.0%
GDX vs EXC
+154.0%
+134.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | +4.0% | +1.2% | +2.7% | +3.6% |
| 30D | +9.5% | -2.7% | +12.2% | +10.4% |
| 3M | +25.1% | -1.0% | +26.1% | +25.1% |
| 6M | -2.9% | -9.3% | +6.3% | -0.3% |
| YTD | +14.7% | +3.6% | +11.1% | +12.3% |
| 1Y | +47.4% | +5.9% | +41.5% | +43.1% |
| 3Y | +259.7% | +21.3% | +238.4% | +230.0% |
| 5Y | +227.7% | +46.2% | +181.5% | +182.7% |
| 10Y | +289.0% | +151.5% | +137.5% | +148.5% |
| All | +289.0% | +154.0% | +134.9% | +148.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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