+214.2%
GDX vs EXPE
+1,562.3%
-1,348.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.0% |
| 7D | -0.4% | -9.5% | +9.1% | +0.9% |
| 30D | +18.6% | -6.6% | +25.2% | +19.5% |
| 3M | +14.9% | +31.4% | -16.5% | +10.7% |
| 6M | -6.3% | +35.2% | -41.4% | -10.4% |
| YTD | +15.7% | +5.8% | +9.9% | +13.6% |
| 1Y | +54.8% | +38.7% | +16.2% | +46.1% |
| 3Y | +253.4% | +175.8% | +77.7% | +197.9% |
| 5Y | +219.7% | +111.8% | +107.8% | +171.2% |
| 10Y | +300.2% | +179.7% | +120.5% | +208.2% |
| All | +214.2% | +1,562.3% | -1,348.1% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling