+24.8%
GDX vs XYL
-30.7%
+55.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.0% | +4.0% | +7.7% |
| 7D | +0.8% | +14.5% | -13.8% | -2.3% |
| 30D | -3.2% | -1.3% | -1.9% | -4.1% |
| 3M | +8.6% | -17.0% | +25.5% | +14.5% |
| 6M | -1.2% | -11.3% | +10.1% | +0.1% |
| YTD | -1.4% | -25.0% | +23.6% | -2.0% |
| 1Y | +24.8% | -31.5% | +56.3% | +37.6% |
| All | +24.8% | -30.7% | +55.5% | +37.6% |
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