+49.9%
GDX vs XLC
-2.2%
+52.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | +1.9% | -1.4% | +3.3% | +2.8% |
| 30D | +9.9% | -0.9% | +10.8% | +10.5% |
| 3M | +28.2% | -0.3% | +28.5% | +28.9% |
| 6M | -2.9% | -5.2% | +2.3% | +0.3% |
| YTD | +16.0% | -5.3% | +21.3% | +19.7% |
| 1Y | +49.9% | -2.8% | +52.7% | +49.1% |
| All | +49.9% | -2.2% | +52.1% | +49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling