+202.2%
GDX vs EXE
+187.5%
+14.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.4% |
| 7D | +1.9% | -2.7% | +4.6% | +2.5% |
| 30D | +9.9% | -0.4% | +10.3% | +9.9% |
| 3M | +28.2% | +9.5% | +18.7% | +25.3% |
| 6M | -2.9% | -9.3% | +6.4% | -1.3% |
| YTD | +16.0% | -10.9% | +26.9% | +17.8% |
| 1Y | +49.9% | +4.3% | +45.6% | +45.6% |
| 3Y | +263.6% | +18.8% | +244.8% | +236.3% |
| 5Y | +233.6% | +101.4% | +132.2% | +172.1% |
| All | +202.2% | +187.5% | +14.6% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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