+73.4%
GDX vs XYL
+394.7%
-321.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.1% |
| 7D | +0.7% | -5.9% | +6.6% | +2.0% |
| 30D | -3.8% | -7.3% | +3.5% | -2.7% |
| 3M | -5.4% | -22.5% | +17.0% | -0.7% |
| 6M | -12.7% | -14.4% | +1.7% | -10.3% |
| YTD | -0.7% | -29.4% | +28.7% | +5.9% |
| 1Y | +11.9% | -35.6% | +47.5% | +21.5% |
| 3Y | +223.9% | +0.3% | +223.6% | +219.0% |
| 5Y | +163.2% | -22.3% | +185.5% | +168.6% |
| 10Y | +349.2% | +103.2% | +245.9% | +264.3% |
| All | +73.4% | +394.7% | -321.4% | +4.9% |
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