+170.6%
GDX vs XME
+175.1%
-4.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -1.9% | -2.7% |
| 7D | -4.6% | +5.3% | -9.9% | -7.5% |
| 30D | -6.2% | -8.2% | +2.0% | -1.1% |
| 3M | -10.0% | -18.4% | +8.4% | +2.3% |
| 6M | -15.8% | -22.8% | +7.1% | -0.4% |
| YTD | -4.6% | -7.9% | +3.3% | +2.4% |
| 1Y | +4.0% | -0.9% | +4.9% | +6.9% |
| 3Y | +211.1% | +96.0% | +115.1% | +109.8% |
| 5Y | +152.3% | +110.3% | +41.9% | +58.8% |
| 10Y | +331.4% | +272.8% | +58.5% | +69.4% |
| All | +170.6% | +175.1% | -4.5% | -4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling