+296.0%
GDX vs XYL
+150.5%
+145.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -2.2% | +1.2% | -3.4% | -2.4% |
| 30D | +6.8% | -11.9% | +18.7% | +9.2% |
| 3M | +24.9% | -1.5% | +26.5% | +25.0% |
| 6M | -4.2% | -11.9% | +7.7% | -2.2% |
| YTD | +13.2% | -20.6% | +33.8% | +17.3% |
| 1Y | +40.2% | -23.5% | +63.7% | +46.2% |
| 3Y | +249.6% | +14.9% | +234.7% | +239.4% |
| 5Y | +230.4% | -15.3% | +245.7% | +228.2% |
| All | +296.0% | +150.5% | +145.5% | +318.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling