+349.2%
GDX vs XLE
+170.5%
+178.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.3% | -1.8% |
| 7D | +0.7% | -0.2% | +1.0% | +0.7% |
| 30D | -3.8% | -4.0% | +0.2% | -3.3% |
| 3M | -5.4% | +4.6% | -10.1% | -6.6% |
| 6M | -12.7% | +12.3% | -25.0% | -15.3% |
| YTD | -0.7% | +44.5% | -45.2% | -9.3% |
| 1Y | +11.9% | +42.4% | -30.5% | +2.5% |
| 3Y | +223.9% | +67.0% | +156.9% | +184.6% |
| 5Y | +163.2% | +161.9% | +1.3% | +113.4% |
| 10Y | +349.2% | +173.9% | +175.3% | +237.2% |
| All | +349.2% | +170.5% | +178.7% | +237.2% |
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