+169.7%
GDX vs EXR
+2,322.5%
-2,152.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | +0.7% | -1.1% | +1.9% | +1.0% |
| 30D | -3.8% | +18.8% | -22.5% | -7.4% |
| 3M | -5.4% | +9.9% | -15.4% | -7.5% |
| 6M | -12.7% | +12.6% | -25.3% | -15.2% |
| YTD | -0.7% | +26.5% | -27.1% | -5.9% |
| 1Y | +11.9% | +24.5% | -12.6% | +6.4% |
| 3Y | +223.9% | +52.4% | +171.5% | +192.0% |
| 5Y | +163.2% | -1.5% | +164.7% | +157.1% |
| 10Y | +349.2% | +216.0% | +133.2% | +229.8% |
| All | +169.7% | +2,322.5% | -2,152.8% | -15.1% |
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