+281.7%
GDXJ vs EXE
+18.1%
+263.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.2% | -4.0% |
| 7D | -6.2% | -2.2% | -4.0% | -5.8% |
| 30D | +4.6% | -0.8% | +5.4% | +4.7% |
| 3M | +31.3% | +10.0% | +21.2% | +28.6% |
| 6M | -10.7% | -6.3% | -4.3% | -9.8% |
| YTD | +9.1% | -10.7% | +19.7% | +10.7% |
| 1Y | +44.1% | +2.7% | +41.4% | +39.6% |
| All | +281.7% | +18.1% | +263.6% | +236.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 3y: compounded portfolio wealth divided by compounded EXE 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…
3y analysis · Full analysis span regression · 6 months rolling