+211.8%
GDXJ vs EXC
+159.4%
+52.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.7% |
| 7D | -6.2% | -1.6% | -4.6% | -5.6% |
| 30D | +4.6% | -2.4% | +7.0% | +5.6% |
| 3M | +31.3% | -4.0% | +35.2% | +33.1% |
| 6M | -10.7% | -9.8% | -0.9% | -7.3% |
| YTD | +9.1% | +2.3% | +6.8% | +6.4% |
| 1Y | +44.1% | +3.8% | +40.3% | +39.4% |
| 3Y | +285.4% | +19.7% | +265.6% | +243.9% |
| 5Y | +228.4% | +45.6% | +182.8% | +166.0% |
| All | +211.8% | +159.4% | +52.4% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling