+233.2%
GDXJ vs EXPD
+336.9%
-103.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.6% | -5.2% | -4.8% |
| 7D | -4.9% | +3.6% | -8.5% | -5.7% |
| 30D | -10.0% | +0.3% | -10.2% | -10.2% |
| 3M | -16.6% | +6.1% | -22.7% | -17.9% |
| 6M | -23.3% | +27.4% | -50.7% | -27.4% |
| YTD | -12.4% | +32.0% | -44.4% | -18.1% |
| 1Y | +0.5% | +40.5% | -40.1% | -7.3% |
| 3Y | +220.5% | +75.7% | +144.8% | +176.6% |
| 5Y | +124.7% | +61.7% | +63.0% | +94.0% |
| All | +233.2% | +336.9% | -103.7% | +148.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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