+296.0%
GDX vs XHB
+215.4%
+80.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.7% |
| 7D | -2.2% | -4.6% | +2.5% | -0.8% |
| 30D | +6.8% | -9.1% | +15.9% | +9.7% |
| 3M | +24.9% | -8.6% | +33.5% | +28.0% |
| 6M | -4.2% | -4.0% | -0.2% | -3.0% |
| YTD | +13.2% | -3.9% | +17.2% | +14.6% |
| 1Y | +40.2% | -16.5% | +56.7% | +46.8% |
| 3Y | +249.6% | +22.6% | +227.0% | +226.4% |
| 5Y | +230.4% | +33.9% | +196.4% | +194.5% |
| All | +296.0% | +215.4% | +80.6% | +216.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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