+297.5%
GDXJ vs EXPE
+149.5%
+148.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.4% |
| 7D | +0.9% | -11.5% | +12.4% | +2.2% |
| 30D | +8.8% | -13.1% | +21.9% | +10.3% |
| 3M | +29.8% | +18.1% | +11.7% | +27.2% |
| 6M | -5.8% | +13.3% | -19.1% | -7.6% |
| YTD | +13.6% | -3.2% | +16.8% | +13.1% |
| 1Y | +54.5% | +26.1% | +28.3% | +47.8% |
| All | +297.5% | +149.5% | +148.0% | +223.1% |
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 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