+150.7%
GDX vs XYZ
-63.1%
+213.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.1% | -0.7% |
| 7D | -6.8% | -1.1% | -5.8% | -6.6% |
| 30D | -2.1% | +11.5% | -13.6% | -3.8% |
| 3M | -7.5% | +1.8% | -9.3% | -7.8% |
| 6M | -15.2% | +21.2% | -36.4% | -17.7% |
| YTD | -4.8% | +29.9% | -34.8% | -8.9% |
| 1Y | +6.7% | +35.8% | -29.0% | +1.5% |
| 3Y | +212.7% | +62.6% | +150.1% | +181.9% |
| All | +150.7% | -63.1% | +213.8% | +148.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling