+54.8%
GDX vs XYL
-23.4%
+78.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.4% |
| 7D | -0.4% | -5.0% | +4.7% | +1.6% |
| 30D | +18.6% | -13.2% | +31.8% | +24.8% |
| 3M | +14.9% | -3.7% | +18.6% | +14.5% |
| 6M | -6.3% | -17.7% | +11.4% | -2.0% |
| YTD | +15.7% | -21.5% | +37.3% | +17.4% |
| 1Y | +54.8% | -24.5% | +79.3% | +60.1% |
| All | +54.8% | -23.4% | +78.2% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling