+177.8%
GDX vs EXE
+155.8%
+22.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.8% | +4.1% |
| 7D | +15.6% | -3.9% | +19.5% | +16.4% |
| 30D | +2.4% | -2.6% | +5.0% | +2.9% |
| 3M | +1.7% | -6.9% | +8.6% | +3.0% |
| 6M | -3.3% | -9.3% | +6.0% | -1.8% |
| YTD | +6.6% | -20.7% | +27.4% | +10.8% |
| 1Y | +27.0% | -21.8% | +48.8% | +32.4% |
| 3Y | +243.4% | +16.2% | +227.2% | +217.5% |
| 5Y | +194.2% | +61.1% | +133.1% | +151.9% |
| All | +177.8% | +155.8% | +22.0% | +111.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling