+211.8%
GDXJ vs EXPE
+165.2%
+46.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.6% | -4.2% |
| 7D | -6.2% | -8.7% | +2.4% | -4.9% |
| 30D | +4.6% | -13.6% | +18.3% | +7.0% |
| 3M | +31.3% | +26.6% | +4.6% | +25.8% |
| 6M | -10.7% | +19.9% | -30.6% | -13.9% |
| YTD | +9.1% | -1.7% | +10.8% | +7.7% |
| 1Y | +44.1% | +29.4% | +14.7% | +34.9% |
| 3Y | +285.4% | +155.7% | +129.7% | +209.0% |
| 5Y | +228.4% | +93.1% | +135.3% | +165.2% |
| All | +211.8% | +165.2% | +46.6% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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