+319.2%
GDX vs EXPE
+112.4%
+206.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.4% | -5.2% |
| 7D | +11.5% | -11.2% | +22.7% | +12.7% |
| 30D | -3.1% | -7.5% | +4.3% | -2.6% |
| 3M | -4.4% | -19.1% | +14.6% | -2.6% |
| 6M | -8.6% | +10.7% | -19.3% | -10.0% |
| YTD | +0.8% | -9.9% | +10.8% | +0.7% |
| 1Y | +14.7% | -4.6% | +19.3% | +13.7% |
| 3Y | +228.8% | +116.8% | +112.0% | +190.2% |
| 5Y | +173.4% | +38.6% | +134.8% | +143.4% |
| 10Y | +319.2% | +115.9% | +203.4% | +213.8% |
| All | +319.2% | +112.4% | +206.8% | +213.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling