+158.4%
GDX vs XEL
+839.0%
-680.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | -6.8% | +2.4% | -9.2% | -7.8% |
| 30D | -2.1% | +8.3% | -10.4% | -5.6% |
| 3M | -7.5% | +4.2% | -11.7% | -9.3% |
| 6M | -15.2% | +3.7% | -18.9% | -16.9% |
| YTD | -4.8% | +13.1% | -17.9% | -10.2% |
| 1Y | +6.7% | +5.0% | +1.7% | +3.9% |
| 3Y | +212.7% | +55.0% | +157.8% | +152.0% |
| 5Y | +151.7% | +51.8% | +99.8% | +103.1% |
| 10Y | +330.3% | +185.6% | +144.7% | +131.4% |
| All | +158.4% | +839.0% | -680.6% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling