+214.2%
GDX vs XLE
+337.4%
-123.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.8% |
| 7D | -0.4% | +2.2% | -2.6% | -1.4% |
| 30D | +18.6% | +11.8% | +6.8% | +12.5% |
| 3M | +14.9% | +9.8% | +5.1% | +9.3% |
| 6M | -6.3% | +15.6% | -21.8% | -14.0% |
| YTD | +15.7% | +45.3% | -29.5% | -4.8% |
| 1Y | +54.8% | +48.3% | +6.5% | +25.8% |
| 3Y | +253.4% | +55.4% | +198.0% | +175.4% |
| 5Y | +219.7% | +216.1% | +3.6% | +70.3% |
| 10Y | +300.2% | +178.4% | +121.8% | +98.4% |
| All | +214.2% | +337.4% | -123.3% | -10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling