+227.7%
GDX vs EXEL
+195.7%
+31.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.6% |
| 7D | +4.0% | +1.4% | +2.6% | +3.8% |
| 30D | +9.5% | +6.7% | +2.8% | +8.7% |
| 3M | +25.1% | +11.5% | +13.6% | +23.6% |
| 6M | -2.9% | +38.8% | -41.7% | -6.1% |
| YTD | +14.7% | +31.6% | -16.8% | +11.4% |
| 1Y | +47.4% | +53.0% | -5.6% | +41.6% |
| 3Y | +259.7% | +160.8% | +98.9% | +217.8% |
| 5Y | +227.7% | +190.1% | +37.6% | +182.5% |
| All | +227.7% | +195.7% | +31.9% | +182.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling