+243.4%
GDX vs EXPE
+125.5%
+117.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +15.6% | -13.3% | +28.9% | +16.7% |
| 30D | +2.4% | -5.5% | +7.9% | +2.7% |
| 3M | +1.7% | -16.5% | +18.2% | +2.8% |
| 6M | -3.3% | +13.1% | -16.4% | -4.5% |
| YTD | +6.6% | -8.0% | +14.6% | +6.7% |
| 1Y | +27.0% | +1.1% | +25.9% | +25.7% |
| 3Y | +243.4% | +131.2% | +112.2% | +212.0% |
| All | +243.4% | +125.5% | +117.9% | +212.0% |
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 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