+37.8%
GDXJ vs EXR
+2,488.9%
-2,451.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -8.1% | -0.4% | -7.7% | -7.9% |
| 30D | -5.5% | +18.2% | -23.7% | -10.1% |
| 3M | -14.6% | +7.3% | -21.9% | -16.4% |
| 6M | -23.2% | +13.8% | -37.0% | -26.4% |
| YTD | -13.0% | +25.9% | -38.9% | -18.9% |
| 1Y | +2.8% | +25.8% | -23.1% | -4.2% |
| 3Y | +221.5% | +53.7% | +167.8% | +179.0% |
| 5Y | +123.4% | -1.8% | +125.1% | +116.7% |
| 10Y | +238.2% | +214.5% | +23.6% | +120.7% |
| All | +37.8% | +2,488.9% | -2,451.1% | -71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling