+185.4%
GDX vs EXPD
+55.6%
+129.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.4% | +2.5% |
| 7D | +13.6% | -7.2% | +20.8% | +14.8% |
| 30D | +2.5% | -3.3% | +5.8% | +2.8% |
| 3M | +4.4% | +3.4% | +1.0% | +3.5% |
| 6M | -5.2% | +22.7% | -27.9% | -8.8% |
| YTD | +2.1% | +24.5% | -22.4% | -2.2% |
| 1Y | +24.7% | +38.6% | -14.0% | +17.4% |
| 3Y | +211.3% | +71.5% | +139.8% | +176.6% |
| All | +185.4% | +55.6% | +129.8% | +147.6% |
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