+258.1%
GDX vs XPO
+153.8%
+104.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.1% | +1.3% |
| 7D | +1.9% | -0.9% | +2.8% | +1.9% |
| 30D | +9.9% | -8.1% | +18.0% | +10.7% |
| 3M | +28.2% | -19.0% | +47.2% | +30.5% |
| 6M | -2.9% | -5.2% | +2.3% | -2.6% |
| YTD | +16.0% | +35.6% | -19.6% | +14.4% |
| 1Y | +49.9% | +41.1% | +8.8% | +47.7% |
| All | +258.1% | +153.8% | +104.3% | +240.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling