+223.4%
GDXJ vs EXR
+53.2%
+170.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.0% | -4.4% |
| 7D | -4.9% | -1.2% | -3.7% | -4.5% |
| 30D | -10.0% | +18.3% | -28.2% | -15.5% |
| 3M | -16.6% | +9.1% | -25.7% | -19.4% |
| 6M | -23.3% | +11.7% | -35.0% | -26.9% |
| YTD | -12.4% | +25.7% | -38.1% | -20.0% |
| 1Y | +0.5% | +24.9% | -24.4% | -8.1% |
| All | +223.4% | +53.2% | +170.2% | +153.0% |
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