+259.7%
GDX vs XYL
+18.1%
+241.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.8% | -1.7% |
| 7D | +4.0% | +1.8% | +2.2% | +3.4% |
| 30D | +9.5% | -9.2% | +18.7% | +12.5% |
| 3M | +25.1% | -0.3% | +25.4% | +24.4% |
| 6M | -2.9% | -11.0% | +8.0% | -0.4% |
| YTD | +14.7% | -19.2% | +33.9% | +19.5% |
| 1Y | +47.4% | -21.2% | +68.6% | +54.6% |
| 3Y | +259.7% | +18.6% | +241.1% | +229.8% |
| All | +259.7% | +18.1% | +241.6% | +229.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling