+49.9%
GDXJ vs EXPD
+607.0%
-557.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +3.4% |
| 7D | +13.4% | -7.2% | +20.6% | +15.5% |
| 30D | -1.3% | -3.3% | +2.0% | -0.6% |
| 3M | -1.5% | +3.4% | -4.9% | -2.7% |
| 6M | -12.2% | +22.7% | -34.9% | -17.3% |
| YTD | -5.3% | +24.5% | -29.8% | -11.7% |
| 1Y | +22.0% | +38.6% | -16.7% | +10.5% |
| 3Y | +224.9% | +71.5% | +153.4% | +171.4% |
| 5Y | +160.6% | +56.2% | +104.4% | +119.9% |
| 10Y | +203.0% | +310.5% | -107.5% | +82.5% |
| All | +49.9% | +607.0% | -557.1% | -32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling