+49.9%
GDX vs EXPD
+56.9%
-7.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | +1.9% | +1.2% | +0.7% | +1.8% |
| 30D | +9.9% | +5.2% | +4.7% | +9.5% |
| 3M | +28.2% | +13.2% | +15.0% | +26.8% |
| 6M | -2.9% | +30.3% | -33.2% | -5.2% |
| YTD | +16.0% | +27.0% | -11.1% | +15.1% |
| 1Y | +49.9% | +57.3% | -7.4% | +58.1% |
| All | +49.9% | +56.9% | -7.0% | +58.1% |
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