+173.4%
GDX vs XME
+118.5%
+54.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -4.0% |
| 7D | +11.5% | -0.2% | +11.6% | +11.3% |
| 30D | -3.1% | -9.2% | +6.0% | +3.9% |
| 3M | -4.4% | -17.8% | +13.3% | +10.4% |
| 6M | -8.6% | -20.0% | +11.5% | +8.1% |
| YTD | +0.8% | -6.6% | +7.4% | +8.8% |
| 1Y | +14.7% | +1.8% | +12.9% | +17.1% |
| 3Y | +228.8% | +98.7% | +130.0% | +117.5% |
| 5Y | +173.4% | +123.9% | +49.5% | +69.1% |
| All | +173.4% | +118.5% | +54.9% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling