+690.2%
GDX vs XYZ
+638.9%
+51.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -0.4% | -1.0% | +0.6% | -0.3% |
| 30D | +18.6% | -1.7% | +20.3% | +18.8% |
| 3M | +14.9% | +16.7% | -1.9% | +13.2% |
| 6M | -6.3% | +26.9% | -33.1% | -8.4% |
| YTD | +15.7% | +27.1% | -11.4% | +12.9% |
| 1Y | +54.8% | +9.3% | +45.6% | +52.5% |
| 3Y | +253.4% | +42.3% | +211.2% | +235.4% |
| 5Y | +219.7% | -69.3% | +289.0% | +216.4% |
| 10Y | +300.2% | +586.8% | -286.6% | +328.2% |
| All | +690.2% | +638.9% | +51.3% | +714.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling