+326.3%
GDX vs XYL
+100.4%
+225.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -6.8% | -3.7% | -3.1% | -6.1% |
| 30D | -2.1% | -8.3% | +6.2% | -1.0% |
| 3M | -7.5% | -21.4% | +13.9% | -3.8% |
| 6M | -15.2% | -12.9% | -2.2% | -13.5% |
| YTD | -4.8% | -30.1% | +25.3% | +0.6% |
| 1Y | +6.7% | -35.2% | +41.9% | +14.2% |
| 3Y | +212.7% | -0.8% | +213.5% | +210.2% |
| 5Y | +151.7% | -23.2% | +174.9% | +154.3% |
| All | +326.3% | +100.4% | +225.9% | +364.6% |
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 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