+326.3%
GDX vs EXC
+205.3%
+121.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.7% |
| 7D | -6.8% | +1.4% | -8.2% | -7.2% |
| 30D | -2.1% | +8.6% | -10.7% | -4.6% |
| 3M | -7.5% | +2.4% | -9.9% | -8.3% |
| 6M | -15.2% | +6.5% | -21.6% | -17.2% |
| YTD | -4.8% | +9.0% | -13.9% | -8.2% |
| 1Y | +6.7% | +4.6% | +2.1% | +4.3% |
| 3Y | +212.7% | +33.5% | +179.2% | +179.4% |
| 5Y | +151.7% | +41.4% | +110.3% | +120.9% |
| All | +326.3% | +205.3% | +121.0% | +158.5% |
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