+227.7%
GDX vs XLC
+37.3%
+190.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +4.0% | +0.6% | +3.4% | +3.7% |
| 30D | +9.5% | +0.2% | +9.2% | +9.3% |
| 3M | +25.1% | +0.6% | +24.4% | +24.5% |
| 6M | -2.9% | -4.5% | +1.6% | -1.1% |
| YTD | +14.7% | -4.7% | +19.5% | +16.9% |
| 1Y | +47.4% | -1.7% | +49.1% | +48.3% |
| 3Y | +259.7% | +72.3% | +187.4% | +187.3% |
| 5Y | +227.7% | +37.8% | +189.9% | +148.7% |
| All | +227.7% | +37.3% | +190.4% | +148.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling