+6.7%
GDX vs EXPD
+40.4%
-33.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -6.8% | +5.5% | -12.3% | -7.3% |
| 30D | -2.1% | -0.8% | -1.3% | -2.3% |
| 3M | -7.5% | +4.1% | -11.7% | -8.4% |
| 6M | -15.2% | +25.7% | -40.8% | -18.5% |
| YTD | -4.8% | +31.4% | -36.2% | -10.3% |
| 1Y | +6.7% | +42.2% | -35.5% | -0.8% |
| All | +6.7% | +40.4% | -33.7% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling