+296.0%
GDX vs XLF
+254.4%
+41.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | -2.2% | -1.5% | -0.7% | -1.9% |
| 30D | +6.8% | -1.2% | +7.9% | +6.9% |
| 3M | +24.9% | +9.2% | +15.8% | +23.2% |
| 6M | -4.2% | +16.3% | -20.5% | -6.4% |
| YTD | +13.2% | +5.4% | +7.8% | +12.2% |
| 1Y | +40.2% | +7.6% | +32.6% | +38.5% |
| 3Y | +249.6% | +74.2% | +175.4% | +222.6% |
| 5Y | +230.4% | +66.1% | +164.2% | +204.1% |
| All | +296.0% | +254.4% | +41.6% | +300.3% |
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