+258.1%
GDX vs XEL
+47.8%
+210.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | +1.9% | +0.9% | +1.0% | +1.6% |
| 30D | +9.9% | -0.9% | +10.8% | +10.1% |
| 3M | +28.2% | -1.4% | +29.6% | +28.5% |
| 6M | -2.9% | -5.8% | +2.9% | -1.4% |
| YTD | +16.0% | +4.7% | +11.3% | +14.4% |
| 1Y | +49.9% | +9.1% | +40.8% | +46.1% |
| All | +258.1% | +47.8% | +210.3% | +217.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling