+150.7%
GDX vs XLE
+169.4%
-18.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | -6.8% | +5.4% | -12.2% | -8.0% |
| 30D | -2.1% | -3.9% | +1.8% | -1.5% |
| 3M | -7.5% | +7.0% | -14.5% | -9.7% |
| 6M | -15.2% | +14.2% | -29.4% | -19.1% |
| YTD | -4.8% | +48.2% | -53.0% | -17.9% |
| 1Y | +6.7% | +47.7% | -41.0% | -7.9% |
| 3Y | +212.7% | +70.0% | +142.7% | +151.7% |
| All | +150.7% | +169.4% | -18.7% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling