+221.5%
GDXJ vs EXPE
+121.7%
+99.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -8.1% | -0.5% | -7.6% | -8.0% |
| 30D | -5.5% | -6.1% | +0.6% | -5.0% |
| 3M | -14.6% | -21.3% | +6.8% | -12.7% |
| 6M | -23.2% | +19.0% | -42.2% | -24.9% |
| YTD | -13.0% | -8.4% | -4.6% | -13.0% |
| 1Y | +2.8% | -2.8% | +5.5% | +1.8% |
| 3Y | +221.5% | +120.8% | +100.7% | +170.8% |
| All | +221.5% | +121.7% | +99.8% | +170.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling