+214.2%
GDX vs EXR
+1,994.2%
-1,780.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.9% |
| 7D | -0.4% | -2.6% | +2.2% | +0.2% |
| 30D | +18.6% | -7.2% | +25.8% | +20.6% |
| 3M | +14.9% | -3.5% | +18.4% | +15.6% |
| 6M | -6.3% | -5.3% | -1.0% | -5.2% |
| YTD | +15.7% | +9.4% | +6.4% | +13.3% |
| 1Y | +54.8% | +1.3% | +53.5% | +54.0% |
| 3Y | +253.4% | +22.4% | +231.0% | +233.8% |
| 5Y | +219.7% | -12.2% | +231.9% | +220.4% |
| 10Y | +300.2% | +148.6% | +151.6% | +210.3% |
| All | +214.2% | +1,994.2% | -1,780.0% | +2.2% |
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 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