+220.4%
GDXJ vs EXE
+97.7%
+122.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.6% |
| 7D | -2.8% | -3.1% | +0.3% | -2.0% |
| 30D | +5.0% | -0.9% | +5.9% | +5.1% |
| 3M | +24.1% | +9.6% | +14.5% | +20.5% |
| 6M | -7.4% | -11.6% | +4.3% | -4.7% |
| YTD | +10.2% | -12.6% | +22.8% | +12.9% |
| 1Y | +42.5% | +1.2% | +41.4% | +38.5% |
| 3Y | +285.7% | +18.0% | +267.7% | +249.0% |
| All | +220.4% | +97.7% | +122.7% | +155.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling