+326.3%
GDX vs XYZ
+597.9%
-271.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.1% | -0.6% |
| 7D | -6.8% | -1.1% | -5.8% | -6.7% |
| 30D | -2.1% | +11.5% | -13.6% | -3.3% |
| 3M | -7.5% | +1.8% | -9.3% | -7.7% |
| 6M | -15.2% | +21.2% | -36.4% | -16.9% |
| YTD | -4.8% | +29.9% | -34.8% | -7.8% |
| 1Y | +6.7% | +35.8% | -29.0% | +3.0% |
| 3Y | +212.7% | +62.6% | +150.1% | +191.2% |
| 5Y | +151.7% | -62.8% | +214.4% | +148.7% |
| All | +326.3% | +597.9% | -271.6% | +331.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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