+214.2%
GDX vs EXPD
+401.1%
-186.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.4% |
| 7D | -0.4% | -1.1% | +0.7% | -0.1% |
| 30D | +18.6% | +4.1% | +14.5% | +17.6% |
| 3M | +14.9% | +17.9% | -3.0% | +10.7% |
| 6M | -6.3% | +29.2% | -35.5% | -11.8% |
| YTD | +15.7% | +27.4% | -11.6% | +9.0% |
| 1Y | +54.8% | +56.8% | -2.0% | +38.8% |
| 3Y | +253.4% | +68.0% | +185.4% | +208.0% |
| 5Y | +219.7% | +61.9% | +157.8% | +176.7% |
| 10Y | +300.2% | +316.0% | -15.8% | +167.5% |
| All | +214.2% | +401.1% | -186.9% | +75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling