+212.7%
GDX vs EXR
+53.5%
+159.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -6.8% | -0.4% | -6.4% | -6.6% |
| 30D | -2.1% | +18.2% | -20.3% | -7.7% |
| 3M | -7.5% | +7.3% | -14.8% | -9.8% |
| 6M | -15.2% | +13.8% | -29.0% | -19.4% |
| YTD | -4.8% | +25.9% | -30.7% | -12.5% |
| 1Y | +6.7% | +25.8% | -19.1% | -1.9% |
| 3Y | +212.7% | +53.7% | +159.0% | +153.3% |
| All | +212.7% | +53.5% | +159.2% | +153.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling