+177.3%
GDX vs XLE
+323.3%
-146.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +13.6% | -12.0% | +25.6% | +19.9% |
| 30D | +2.5% | -2.7% | +5.3% | +3.1% |
| 3M | +4.4% | +6.6% | -2.2% | +0.4% |
| 6M | -5.2% | +9.5% | -14.8% | -10.8% |
| YTD | +2.1% | +40.6% | -38.4% | -15.3% |
| 1Y | +24.7% | +43.6% | -18.9% | +2.3% |
| 3Y | +211.3% | +58.1% | +153.2% | +139.2% |
| 5Y | +186.7% | +152.2% | +34.5% | +69.9% |
| 10Y | +285.3% | +172.9% | +112.4% | +90.4% |
| All | +177.3% | +323.3% | -146.0% | -20.5% |
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