+303.8%
GDX vs XLC
+137.2%
+166.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | -6.8% | +3.7% | -10.5% | -7.9% |
| 30D | -2.1% | -1.9% | -0.2% | -1.4% |
| 3M | -7.5% | -3.1% | -4.4% | -6.6% |
| 6M | -15.2% | -6.4% | -8.8% | -13.4% |
| YTD | -4.8% | -6.8% | +2.0% | -2.7% |
| 1Y | +6.7% | -1.7% | +8.4% | +7.3% |
| 3Y | +212.7% | +64.7% | +148.0% | +167.8% |
| 5Y | +151.7% | +41.1% | +110.6% | +115.2% |
| All | +303.8% | +137.2% | +166.6% | +233.3% |
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