+4.0%
GDX vs XME
+0.8%
+3.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -1.9% | -1.9% |
| 7D | -4.6% | +5.3% | -9.9% | -9.4% |
| 30D | -6.2% | -8.2% | +2.0% | +2.2% |
| 3M | -10.0% | -18.4% | +8.4% | +10.7% |
| 6M | -15.8% | -22.8% | +7.1% | +9.9% |
| YTD | -4.6% | -7.9% | +3.3% | +7.4% |
| 1Y | +4.0% | -0.9% | +4.9% | +10.0% |
| All | +4.0% | +0.8% | +3.3% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling