+233.7%
GDXJ vs EXPD
+329.8%
-96.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.8% | -5.9% |
| 7D | +11.8% | -7.4% | +19.2% | +13.5% |
| 30D | -7.1% | -2.1% | -5.0% | -6.8% |
| 3M | -10.5% | +5.7% | -16.2% | -11.8% |
| 6M | -15.5% | +21.4% | -36.9% | -19.3% |
| YTD | -6.6% | +27.6% | -34.2% | -12.0% |
| 1Y | +11.3% | +36.1% | -24.8% | +3.4% |
| 3Y | +242.0% | +69.9% | +172.1% | +197.2% |
| 5Y | +147.7% | +59.7% | +88.0% | +114.3% |
| 10Y | +233.7% | +323.0% | -89.4% | +138.6% |
| All | +233.7% | +329.8% | -96.2% | +138.6% |
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