+326.3%
GDX vs EXEL
+320.7%
+5.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | -6.8% | -0.8% | -6.0% | -6.8% |
| 30D | -2.1% | +13.1% | -15.2% | -2.7% |
| 3M | -7.5% | +36.3% | -43.8% | -8.9% |
| 6M | -15.2% | +34.5% | -49.7% | -16.4% |
| YTD | -4.8% | +57.4% | -62.2% | -6.9% |
| 1Y | +6.7% | +62.9% | -56.2% | +4.3% |
| 3Y | +212.7% | +229.5% | -16.8% | +196.5% |
| 5Y | +151.7% | +281.2% | -129.6% | +137.0% |
| All | +326.3% | +320.7% | +5.5% | +330.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling