+170.6%
GDXJ vs EXE
+192.2%
-21.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.2% |
| 7D | +4.3% | -1.8% | +6.1% | +4.8% |
| 30D | +8.4% | +6.4% | +2.0% | +6.5% |
| 3M | +25.5% | +9.2% | +16.3% | +22.1% |
| 6M | -6.3% | -7.0% | +0.6% | -5.0% |
| YTD | +12.1% | -9.5% | +21.6% | +13.8% |
| 1Y | +51.1% | +6.2% | +44.8% | +44.9% |
| 3Y | +296.1% | +20.7% | +275.3% | +257.0% |
| 5Y | +228.1% | +103.6% | +124.5% | +150.5% |
| All | +170.6% | +192.2% | -21.6% | +83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling