+296.1%
GDXJ vs EXR
+23.6%
+272.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +4.3% | -0.7% | +5.0% | +4.6% |
| 30D | +8.4% | -6.9% | +15.4% | +11.1% |
| 3M | +25.5% | -3.0% | +28.5% | +26.2% |
| 6M | -6.3% | -2.9% | -3.4% | -5.8% |
| YTD | +12.1% | +9.3% | +2.8% | +8.4% |
| 1Y | +51.1% | -0.9% | +52.0% | +50.5% |
| 3Y | +296.1% | +24.7% | +271.4% | +288.1% |
| All | +296.1% | +23.6% | +272.5% | +288.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling