+24.8%
GDX vs EXEL
+92.4%
-67.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.6% | +8.4% | +8.8% |
| 7D | +0.8% | +9.8% | -9.0% | -2.7% |
| 30D | -3.2% | +23.6% | -26.9% | -10.9% |
| 3M | +8.6% | +29.9% | -21.4% | -2.3% |
| 6M | -1.2% | +64.7% | -65.9% | -19.3% |
| YTD | -1.4% | +66.0% | -67.4% | -21.0% |
| 1Y | +24.8% | +92.0% | -67.2% | -6.8% |
| All | +24.8% | +92.4% | -67.6% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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