+231.2%
GDXJ vs EXPE
+123.5%
+107.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | -8.1% | -0.5% | -7.6% | -8.0% |
| 30D | -5.5% | -6.1% | +0.6% | -4.9% |
| 3M | -14.6% | -21.3% | +6.8% | -11.7% |
| 6M | -23.2% | +19.0% | -42.2% | -26.0% |
| YTD | -13.0% | -8.4% | -4.6% | -13.5% |
| 1Y | +2.8% | -2.8% | +5.5% | +1.0% |
| 3Y | +221.5% | +120.8% | +100.7% | +164.3% |
| 5Y | +123.4% | +46.2% | +77.2% | +88.2% |
| All | +231.2% | +123.5% | +107.7% | +115.1% |
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