+258.1%
GDX vs XLF
+73.6%
+184.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +1.9% | -1.0% | +2.9% | +2.4% |
| 30D | +9.9% | -1.3% | +11.2% | +10.5% |
| 3M | +28.2% | +9.1% | +19.0% | +23.7% |
| 6M | -2.9% | +14.4% | -17.3% | -8.0% |
| YTD | +16.0% | +5.1% | +10.9% | +13.1% |
| 1Y | +49.9% | +8.6% | +41.2% | +44.4% |
| All | +258.1% | +73.6% | +184.5% | +160.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling