+150.7%
GDX vs EXR
-1.8%
+152.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.3% |
| 3M | -7.5% | +7.3% | -14.8% | -9.7% |
| 6M | -15.2% | +13.8% | -29.0% | -19.0% |
| YTD | -4.8% | +25.9% | -30.7% | -12.0% |
| 1Y | +6.7% | +25.8% | -19.1% | -1.3% |
| 3Y | +212.7% | +53.7% | +159.0% | +166.0% |
| All | +150.7% | -1.8% | +152.5% | +144.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling