+11.9%
GDX vs EXPD
+40.0%
-28.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.3% | -1.8% |
| 7D | +0.7% | -1.6% | +2.3% | +0.8% |
| 30D | -3.8% | +0.6% | -4.4% | -4.2% |
| 3M | -5.4% | +9.8% | -15.3% | -7.2% |
| 6M | -12.7% | +25.8% | -38.4% | -16.4% |
| YTD | -0.7% | +31.3% | -31.9% | -7.3% |
| 1Y | +11.9% | +40.9% | -29.1% | +2.7% |
| All | +11.9% | +40.0% | -28.2% | +2.7% |
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 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