+171.4%
GDX vs EXPD
+401.3%
-229.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.5% | +5.8% | +2.3% |
| 7D | +5.4% | -4.8% | +10.2% | +6.4% |
| 30D | -2.8% | -1.5% | -1.3% | -2.6% |
| 3M | +2.5% | +4.1% | -1.6% | +1.3% |
| 6M | -0.1% | +24.0% | -24.1% | -5.1% |
| YTD | 0.0% | +27.4% | -27.4% | -6.0% |
| 1Y | +22.2% | +38.4% | -16.2% | +12.8% |
| 3Y | +201.4% | +73.2% | +128.2% | +160.4% |
| 5Y | +180.6% | +59.9% | +120.8% | +143.5% |
| 10Y | +277.2% | +319.9% | -42.7% | +151.0% |
| All | +171.4% | +401.3% | -229.9% | +50.8% |
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 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