+227.7%
GDX vs EXE
+106.6%
+121.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | +4.0% | -1.8% | +5.7% | +4.4% |
| 30D | +9.5% | +6.4% | +3.1% | +7.9% |
| 3M | +25.1% | +9.2% | +15.8% | +22.4% |
| 6M | -2.9% | -7.0% | +4.1% | -1.8% |
| YTD | +14.7% | -9.5% | +24.2% | +16.2% |
| 1Y | +47.4% | +6.2% | +41.2% | +42.6% |
| 3Y | +259.7% | +20.7% | +238.9% | +231.0% |
| 5Y | +227.7% | +103.6% | +124.0% | +171.1% |
| All | +227.7% | +106.6% | +121.0% | +171.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling