+54.8%
GDX vs EXR
+1.1%
+53.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.7% |
| 7D | -0.4% | -2.6% | +2.2% | +0.6% |
| 30D | +18.6% | -7.2% | +25.8% | +22.0% |
| 3M | +14.9% | -3.5% | +18.4% | +15.5% |
| 6M | -6.3% | -5.3% | -1.0% | -6.2% |
| YTD | +15.7% | +9.4% | +6.4% | +11.0% |
| 1Y | +54.8% | +1.3% | +53.5% | +52.3% |
| All | +54.8% | +1.1% | +53.8% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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