+47.4%
GDX vs EXC
+4.7%
+42.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.8% |
| 7D | +4.0% | +1.2% | +2.7% | +4.1% |
| 30D | +9.5% | -2.7% | +12.2% | +9.0% |
| 3M | +25.1% | -1.0% | +26.1% | +24.9% |
| 6M | -2.9% | -9.3% | +6.3% | -3.3% |
| YTD | +14.7% | +3.6% | +11.1% | +18.5% |
| 1Y | +47.4% | +5.9% | +41.5% | +49.3% |
| All | +47.4% | +4.7% | +42.7% | +49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling