+214.2%
GDX vs XEL
+764.3%
-550.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.8% |
| 7D | -0.4% | -1.0% | +0.6% | 0.0% |
| 30D | +18.6% | -1.9% | +20.5% | +19.5% |
| 3M | +14.9% | -1.9% | +16.8% | +15.5% |
| 6M | -6.3% | -7.4% | +1.2% | -3.5% |
| YTD | +15.7% | +4.1% | +11.7% | +13.3% |
| 1Y | +54.8% | +8.0% | +46.8% | +48.7% |
| 3Y | +253.4% | +48.4% | +205.0% | +190.0% |
| 5Y | +219.7% | +27.2% | +192.4% | +179.0% |
| 10Y | +300.2% | +146.8% | +153.4% | +131.9% |
| All | +214.2% | +764.3% | -550.1% | -17.9% |
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