+233.6%
GDX vs XYZ
-69.0%
+302.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | +1.9% | -3.7% | +5.6% | +2.4% |
| 30D | +9.9% | +0.5% | +9.4% | +9.8% |
| 3M | +28.2% | +16.3% | +11.9% | +25.3% |
| 6M | -2.9% | +21.1% | -24.0% | -5.7% |
| YTD | +16.0% | +22.0% | -6.0% | +12.1% |
| 1Y | +49.9% | +5.2% | +44.7% | +47.1% |
| 3Y | +263.6% | +49.6% | +214.0% | +231.7% |
| 5Y | +233.6% | -68.4% | +302.0% | +222.5% |
| All | +233.6% | -69.0% | +302.6% | +222.5% |
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