+228.2%
GDX vs XME
+242.3%
-14.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -0.4% | -0.1% | -0.3% | -0.3% |
| 30D | +18.6% | +6.0% | +12.6% | +14.6% |
| 3M | +14.9% | -7.7% | +22.6% | +21.5% |
| 6M | -6.3% | +1.0% | -7.2% | -5.9% |
| YTD | +15.7% | +14.6% | +1.1% | +8.3% |
| 1Y | +54.8% | +46.0% | +8.9% | +25.5% |
| 3Y | +253.4% | +127.0% | +126.4% | +116.8% |
| 5Y | +219.7% | +175.8% | +43.9% | +69.2% |
| 10Y | +300.2% | +414.6% | -114.4% | +28.3% |
| All | +228.2% | +242.3% | -14.1% | +1.3% |
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