+49.9%
GDX vs EXEL
+54.7%
-4.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.8% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | +9.9% | +10.1% | -0.2% | +7.4% |
| 3M | +28.2% | +10.1% | +18.1% | +25.3% |
| 6M | -2.9% | +37.7% | -40.6% | -9.2% |
| YTD | +16.0% | +33.1% | -17.1% | +8.3% |
| 1Y | +49.9% | +52.4% | -2.5% | +44.6% |
| All | +49.9% | +54.7% | -4.8% | +44.6% |
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