+79.5%
GDXJ vs EXPD
+623.1%
-543.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.7% |
| 7D | +0.2% | -1.1% | +1.3% | +0.5% |
| 30D | +17.9% | +4.1% | +13.8% | +16.6% |
| 3M | +15.3% | +17.9% | -2.6% | +10.2% |
| 6M | -9.4% | +29.2% | -38.7% | -16.0% |
| YTD | +13.4% | +27.4% | -14.0% | +5.4% |
| 1Y | +59.7% | +56.8% | +2.8% | +39.6% |
| 3Y | +283.6% | +68.0% | +215.5% | +223.4% |
| 5Y | +217.6% | +61.9% | +155.7% | +165.5% |
| 10Y | +225.7% | +316.0% | -90.3% | +96.2% |
| All | +79.5% | +623.1% | -543.5% | -19.1% |
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