+14.7%
GDX vs EXEL
+72.0%
-57.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.9% |
| 7D | +11.5% | -2.4% | +13.8% | +12.3% |
| 30D | -3.1% | +17.9% | -21.0% | -9.2% |
| 3M | -4.4% | +33.3% | -37.7% | -14.4% |
| 6M | -8.6% | +46.6% | -55.1% | -21.4% |
| YTD | +0.8% | +61.0% | -60.2% | -18.0% |
| 1Y | +14.7% | +70.4% | -55.8% | -8.8% |
| All | +14.7% | +72.0% | -57.4% | -8.8% |
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