+214.2%
GDX vs XHB
+230.9%
-16.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.5% |
| 7D | -0.4% | -1.3% | +0.9% | 0.0% |
| 30D | +18.6% | -6.9% | +25.5% | +20.9% |
| 3M | +14.9% | -1.3% | +16.1% | +15.2% |
| 6M | -6.3% | -6.8% | +0.5% | -4.5% |
| YTD | +15.7% | +0.7% | +15.0% | +15.6% |
| 1Y | +54.8% | -11.2% | +66.1% | +59.4% |
| 3Y | +253.4% | +25.3% | +228.1% | +228.6% |
| 5Y | +219.7% | +37.3% | +182.3% | +185.9% |
| 10Y | +300.2% | +211.5% | +88.7% | +182.6% |
| All | +214.2% | +230.9% | -16.7% | +110.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling