+326.3%
GDX vs EXPD
+335.0%
-8.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -6.8% | +5.5% | -12.3% | -7.5% |
| 30D | -2.1% | -0.8% | -1.3% | -2.1% |
| 3M | -7.5% | +4.1% | -11.7% | -8.2% |
| 6M | -15.2% | +25.7% | -40.8% | -18.0% |
| YTD | -4.8% | +31.4% | -36.2% | -8.8% |
| 1Y | +6.7% | +42.2% | -35.5% | +1.2% |
| 3Y | +212.7% | +77.2% | +135.6% | +184.6% |
| 5Y | +151.7% | +61.0% | +90.7% | +128.2% |
| All | +326.3% | +335.0% | -8.7% | +282.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling