+310.1%
GDX vs XLE
+167.3%
+142.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.3% |
| 7D | +15.6% | -7.9% | +23.4% | +17.2% |
| 30D | +2.4% | -4.8% | +7.3% | +3.1% |
| 3M | +1.7% | +8.4% | -6.6% | -0.3% |
| 6M | -3.3% | +12.7% | -16.0% | -6.4% |
| YTD | +6.6% | +41.3% | -34.6% | -2.3% |
| 1Y | +27.0% | +42.3% | -15.3% | +16.2% |
| 3Y | +243.4% | +65.1% | +178.3% | +202.0% |
| 5Y | +194.2% | +150.2% | +44.0% | +140.0% |
| 10Y | +310.1% | +163.9% | +146.2% | +203.3% |
| All | +310.1% | +167.3% | +142.8% | +203.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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