+296.0%
GDX vs XBI
+160.4%
+135.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -2.2% | -4.6% | +2.5% | -1.0% |
| 30D | +6.8% | -2.0% | +8.8% | +7.3% |
| 3M | +24.9% | +17.8% | +7.1% | +20.4% |
| 6M | -4.2% | +23.7% | -27.9% | -8.6% |
| YTD | +13.2% | +28.2% | -15.0% | +7.3% |
| 1Y | +40.2% | +64.0% | -23.8% | +26.5% |
| 3Y | +249.6% | +99.4% | +150.2% | +201.2% |
| 5Y | +230.4% | +19.3% | +211.0% | +202.1% |
| All | +296.0% | +160.4% | +135.6% | +255.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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