+101.9%
GDX vs XYL
+449.8%
-347.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.8% |
| 7D | -0.4% | -5.0% | +4.7% | +0.7% |
| 30D | +18.6% | -13.2% | +31.8% | +22.3% |
| 3M | +14.9% | -3.7% | +18.6% | +15.6% |
| 6M | -6.3% | -17.7% | +11.4% | -2.5% |
| YTD | +15.7% | -21.5% | +37.3% | +21.2% |
| 1Y | +54.8% | -24.5% | +79.3% | +63.5% |
| 3Y | +253.4% | +6.9% | +246.5% | +244.5% |
| 5Y | +219.7% | -18.1% | +237.7% | +223.3% |
| 10Y | +300.2% | +134.7% | +165.5% | +215.1% |
| All | +101.9% | +449.8% | -347.8% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling