+310.1%
GDX vs EXR
+215.3%
+94.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.3% |
| 7D | +15.6% | +2.7% | +12.9% | +15.0% |
| 30D | +2.4% | +18.9% | -16.5% | -1.2% |
| 3M | +1.7% | +8.4% | -6.6% | 0.0% |
| 6M | -3.3% | +14.3% | -17.6% | -6.2% |
| YTD | +6.6% | +27.2% | -20.6% | +1.3% |
| 1Y | +27.0% | +25.9% | +1.0% | +20.9% |
| 3Y | +243.4% | +54.6% | +188.7% | +213.7% |
| 5Y | +194.2% | -0.6% | +194.8% | +184.9% |
| 10Y | +310.1% | +208.5% | +101.6% | +245.2% |
| All | +310.1% | +215.3% | +94.9% | +245.2% |
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