+326.3%
GDX vs XLF
+222.3%
+103.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.4% |
| 7D | -6.8% | +2.7% | -9.5% | -7.2% |
| 30D | -2.1% | +7.6% | -9.7% | -3.3% |
| 3M | -7.5% | +1.1% | -8.6% | -7.7% |
| 6M | -15.2% | +15.9% | -31.1% | -17.2% |
| YTD | -4.8% | +8.4% | -13.3% | -6.2% |
| 1Y | +6.7% | +12.5% | -5.8% | +4.6% |
| 3Y | +212.7% | +81.6% | +131.2% | +185.9% |
| 5Y | +151.7% | +59.3% | +92.4% | +130.6% |
| All | +326.3% | +222.3% | +103.9% | +373.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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