+349.2%
GDX vs EXPD
+337.7%
+11.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.3% | -1.9% |
| 7D | +0.7% | -1.6% | +2.3% | +0.9% |
| 30D | -3.8% | +0.6% | -4.4% | -3.9% |
| 3M | -5.4% | +9.8% | -15.3% | -6.8% |
| 6M | -12.7% | +25.8% | -38.4% | -15.6% |
| YTD | -0.7% | +31.3% | -31.9% | -4.8% |
| 1Y | +11.9% | +40.9% | -29.1% | +6.2% |
| 3Y | +223.9% | +74.7% | +149.2% | +195.4% |
| 5Y | +163.2% | +62.9% | +100.3% | +138.3% |
| 10Y | +349.2% | +334.3% | +14.8% | +295.0% |
| All | +349.2% | +337.7% | +11.4% | +295.0% |
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