+51.1%
GDXJ vs EXPD
+55.4%
-4.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | +4.3% | -0.9% | +5.2% | +4.4% |
| 30D | +8.4% | +4.1% | +4.4% | +8.0% |
| 3M | +25.5% | +13.8% | +11.7% | +23.8% |
| 6M | -6.3% | +27.3% | -33.6% | -8.7% |
| YTD | +12.1% | +25.4% | -13.3% | +11.5% |
| 1Y | +51.1% | +54.4% | -3.3% | +61.2% |
| All | +51.1% | +55.4% | -4.4% | +61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling