+189.5%
GDX vs EXEL
+640.4%
-450.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.1% | +1.3% | +4.2% |
| 7D | +15.6% | +2.3% | +13.3% | +15.4% |
| 30D | +2.4% | +19.8% | -17.4% | +1.2% |
| 3M | +1.7% | +32.7% | -30.9% | -0.2% |
| 6M | -3.3% | +49.0% | -52.3% | -5.9% |
| YTD | +6.6% | +63.7% | -57.0% | +3.2% |
| 1Y | +27.0% | +75.8% | -48.8% | +22.3% |
| 3Y | +243.4% | +241.3% | +2.1% | +214.2% |
| 5Y | +194.2% | +289.0% | -94.9% | +165.6% |
| 10Y | +310.1% | +377.6% | -67.5% | +251.2% |
| All | +189.5% | +640.4% | -450.9% | +95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling