+243.4%
GDX vs EXE
+14.7%
+228.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.8% | +4.2% |
| 7D | +15.6% | -3.9% | +19.5% | +16.1% |
| 30D | +2.4% | -2.6% | +5.0% | +2.7% |
| 3M | +1.7% | -6.9% | +8.6% | +2.5% |
| 6M | -3.3% | -9.3% | +6.0% | -2.4% |
| YTD | +6.6% | -20.7% | +27.4% | +9.5% |
| 1Y | +27.0% | -21.8% | +48.8% | +30.8% |
| 3Y | +243.4% | +16.2% | +227.2% | +207.2% |
| All | +243.4% | +14.7% | +228.7% | +207.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling