+233.6%
GDX vs XPO
+262.4%
-28.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.1% | +1.4% |
| 7D | +1.9% | -0.9% | +2.8% | +2.0% |
| 30D | +9.9% | -8.1% | +18.0% | +10.8% |
| 3M | +28.2% | -19.0% | +47.2% | +30.9% |
| 6M | -2.9% | -5.2% | +2.3% | -2.6% |
| YTD | +16.0% | +35.6% | -19.6% | +12.7% |
| 1Y | +49.9% | +41.1% | +8.8% | +45.0% |
| 3Y | +263.6% | +157.9% | +105.7% | +221.4% |
| 5Y | +233.6% | +265.6% | -32.1% | +149.5% |
| All | +233.6% | +262.4% | -28.9% | +149.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling