+289.0%
GDX vs EXR
+147.0%
+142.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | +4.0% | -0.7% | +4.6% | +4.1% |
| 30D | +9.5% | -6.9% | +16.4% | +11.1% |
| 3M | +25.1% | -3.0% | +28.1% | +25.6% |
| 6M | -2.9% | -2.9% | 0.0% | -2.5% |
| YTD | +14.7% | +9.3% | +5.5% | +12.6% |
| 1Y | +47.4% | -0.9% | +48.4% | +47.3% |
| 3Y | +259.7% | +24.7% | +235.0% | +242.4% |
| 5Y | +227.7% | -11.7% | +239.3% | +226.8% |
| 10Y | +289.0% | +148.4% | +140.6% | +253.4% |
| All | +289.0% | +147.0% | +142.0% | +253.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling