+315.3%
GDX vs EXPE
+153.6%
+161.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | +1.9% | -11.5% | +13.4% | +3.2% |
| 30D | +9.9% | -13.1% | +23.0% | +11.4% |
| 3M | +28.2% | +18.1% | +10.1% | +25.7% |
| 6M | -2.9% | +13.3% | -16.2% | -4.7% |
| YTD | +16.0% | -3.2% | +19.2% | +15.3% |
| 1Y | +49.9% | +26.1% | +23.7% | +44.1% |
| 3Y | +263.6% | +151.7% | +111.8% | +215.8% |
| 5Y | +233.6% | +88.3% | +145.2% | +189.5% |
| 10Y | +315.3% | +158.0% | +157.3% | +216.0% |
| All | +315.3% | +153.6% | +161.7% | +216.0% |
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