+392.0%
GDX vs XLC
+141.1%
+250.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +1.9% | -1.4% | +3.3% | +2.4% |
| 30D | +9.9% | -0.9% | +10.8% | +10.2% |
| 3M | +28.2% | -0.3% | +28.5% | +28.2% |
| 6M | -2.9% | -5.2% | +2.3% | -1.2% |
| YTD | +16.0% | -5.3% | +21.3% | +17.9% |
| 1Y | +49.9% | -2.8% | +52.7% | +51.2% |
| 3Y | +263.6% | +71.2% | +192.4% | +207.7% |
| 5Y | +233.6% | +37.6% | +196.0% | +186.3% |
| All | +392.0% | +141.1% | +250.9% | +304.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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