+283.8%
GDX vs XLE
+173.0%
+110.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -0.4% | +2.2% | -2.6% | -0.9% |
| 30D | +18.6% | +11.8% | +6.8% | +15.8% |
| 3M | +14.9% | +9.8% | +5.1% | +12.4% |
| 6M | -6.3% | +15.6% | -21.8% | -9.9% |
| YTD | +15.7% | +45.3% | -29.5% | +5.6% |
| 1Y | +54.8% | +48.3% | +6.5% | +40.4% |
| 3Y | +253.4% | +55.4% | +198.0% | +214.8% |
| 5Y | +219.7% | +216.1% | +3.6% | +149.2% |
| All | +283.8% | +173.0% | +110.8% | +180.7% |
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