+177.3%
GDX vs EXR
+2,322.2%
-2,145.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.7% | +2.3% |
| 7D | +13.6% | +5.2% | +8.4% | +12.4% |
| 30D | +2.5% | +20.9% | -18.4% | -1.8% |
| 3M | +4.4% | +7.7% | -3.3% | +2.6% |
| 6M | -5.2% | +13.2% | -18.4% | -8.0% |
| YTD | +2.1% | +26.5% | -24.3% | -3.2% |
| 1Y | +24.7% | +27.2% | -2.5% | +17.9% |
| 3Y | +211.3% | +71.5% | +139.7% | +173.0% |
| 5Y | +186.7% | +0.4% | +186.3% | +178.9% |
| 10Y | +285.3% | +225.2% | +60.1% | +181.0% |
| All | +177.3% | +2,322.2% | -2,145.0% | -12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling