+291.6%
GDX vs XEL
+151.3%
+140.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.4% | -3.1% |
| 7D | -5.4% | -1.2% | -4.2% | -5.0% |
| 30D | +6.6% | -2.9% | +9.5% | +7.5% |
| 3M | +30.1% | -2.7% | +32.8% | +31.1% |
| 6M | -7.1% | -6.5% | -0.6% | -5.3% |
| YTD | +12.0% | +3.6% | +8.3% | +10.5% |
| 1Y | +41.2% | +7.5% | +33.7% | +37.4% |
| 3Y | +251.0% | +46.3% | +204.7% | +206.2% |
| 5Y | +226.7% | +30.5% | +196.2% | +195.9% |
| All | +291.6% | +151.3% | +140.3% | +159.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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