+230.0%
GDX vs XHB
+36.9%
+193.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | 0.0% |
| 7D | +4.0% | +0.2% | +3.8% | +3.9% |
| 30D | +9.5% | -9.1% | +18.5% | +13.1% |
| 3M | +25.1% | -2.3% | +27.4% | +26.0% |
| 6M | -2.9% | -4.1% | +1.2% | -1.6% |
| YTD | +14.7% | -1.7% | +16.4% | +15.5% |
| 1Y | +47.4% | -15.1% | +62.5% | +54.4% |
| 3Y | +259.7% | +26.8% | +232.9% | +224.8% |
| All | +230.0% | +36.9% | +193.1% | +165.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling