+291.6%
GDX vs XPO
+1,517.7%
-1,226.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.4% | -3.4% |
| 7D | -5.4% | -1.3% | -4.0% | -5.3% |
| 30D | +6.6% | -10.4% | +16.9% | +7.5% |
| 3M | +30.1% | -15.7% | +45.8% | +31.8% |
| 6M | -7.1% | -6.3% | -0.8% | -6.7% |
| YTD | +12.0% | +34.2% | -22.2% | +9.4% |
| 1Y | +41.2% | +39.9% | +1.3% | +37.4% |
| 3Y | +251.0% | +155.2% | +95.8% | +220.3% |
| 5Y | +226.7% | +264.7% | -37.9% | +182.1% |
| All | +291.6% | +1,517.7% | -1,226.1% | +234.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling