+185.4%
GDX vs EXR
-0.3%
+185.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.7% | +2.3% |
| 7D | +13.6% | +5.2% | +8.4% | +11.8% |
| 30D | +2.5% | +20.9% | -18.4% | -3.7% |
| 3M | +4.4% | +7.7% | -3.3% | +1.8% |
| 6M | -5.2% | +13.2% | -18.4% | -9.4% |
| YTD | +2.1% | +26.5% | -24.3% | -5.7% |
| 1Y | +24.7% | +27.2% | -2.5% | +14.8% |
| 3Y | +211.3% | +71.5% | +139.7% | +155.1% |
| All | +185.4% | -0.3% | +185.7% | +179.4% |
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 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