+228.1%
GDXJ vs EXPD
+60.9%
+167.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | +4.3% | -0.9% | +5.2% | +4.5% |
| 30D | +8.4% | +4.1% | +4.4% | +7.6% |
| 3M | +25.5% | +13.8% | +11.7% | +22.2% |
| 6M | -6.3% | +27.3% | -33.6% | -11.1% |
| YTD | +12.1% | +25.4% | -13.3% | +6.7% |
| 1Y | +51.1% | +54.4% | -3.3% | +37.6% |
| 3Y | +296.1% | +67.9% | +228.2% | +247.6% |
| 5Y | +228.1% | +59.2% | +168.9% | +176.7% |
| All | +228.1% | +60.9% | +167.2% | +176.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling