+212.7%
GDX vs EXPE
+121.7%
+91.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | -0.1% |
| 7D | -6.8% | -0.5% | -6.3% | -6.8% |
| 30D | -2.1% | -6.1% | +4.0% | -1.8% |
| 3M | -7.5% | -21.3% | +13.8% | -6.1% |
| 6M | -15.2% | +19.0% | -34.2% | -16.5% |
| YTD | -4.8% | -8.4% | +3.6% | -4.7% |
| 1Y | +6.7% | -2.8% | +9.5% | +6.0% |
| 3Y | +212.7% | +120.8% | +92.0% | +173.1% |
| All | +212.7% | +121.7% | +91.1% | +173.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling