+240.1%
GDXJ vs EXPD
+316.4%
-76.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | +0.1% | +1.1% |
| 7D | +0.9% | +1.2% | -0.2% | +0.7% |
| 30D | +8.8% | +5.2% | +3.6% | +7.7% |
| 3M | +29.8% | +13.2% | +16.6% | +26.4% |
| 6M | -5.8% | +30.3% | -36.1% | -11.3% |
| YTD | +13.6% | +27.0% | -13.4% | +7.5% |
| 1Y | +54.5% | +57.3% | -2.8% | +39.3% |
| 3Y | +301.4% | +70.0% | +231.4% | +250.8% |
| 5Y | +236.3% | +61.6% | +174.7% | +191.6% |
| 10Y | +240.1% | +321.1% | -81.0% | +181.6% |
| All | +240.1% | +316.4% | -76.3% | +181.6% |
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