+226.7%
GDX vs XLF
+62.9%
+163.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.1% | -3.3% |
| 7D | -5.4% | -2.9% | -2.5% | -4.3% |
| 30D | +6.6% | -1.6% | +8.2% | +7.2% |
| 3M | +30.1% | +9.3% | +20.8% | +25.7% |
| 6M | -7.1% | +14.6% | -21.7% | -11.8% |
| YTD | +12.0% | +4.7% | +7.2% | +9.7% |
| 1Y | +41.2% | +8.6% | +32.6% | +36.4% |
| 3Y | +251.0% | +73.9% | +177.1% | +176.8% |
| 5Y | +226.7% | +65.0% | +161.7% | +152.6% |
| All | +226.7% | +62.9% | +163.8% | +152.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling