+173.4%
GDX vs EXPD
+60.8%
+112.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.4% |
| 7D | +11.5% | -7.4% | +18.9% | +12.7% |
| 30D | -3.1% | -2.1% | -1.0% | -3.0% |
| 3M | -4.4% | +5.7% | -10.1% | -5.5% |
| 6M | -8.6% | +21.4% | -29.9% | -11.8% |
| YTD | +0.8% | +27.6% | -26.8% | -3.8% |
| 1Y | +14.7% | +36.1% | -21.5% | +8.3% |
| 3Y | +228.8% | +69.9% | +158.9% | +193.6% |
| 5Y | +173.4% | +59.7% | +113.7% | +135.8% |
| All | +173.4% | +60.8% | +112.6% | +135.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling