+54.8%
GDX vs XLI
+18.3%
+36.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.7% |
| 7D | -0.4% | -1.1% | +0.7% | +0.9% |
| 30D | +18.6% | -5.9% | +24.6% | +27.6% |
| 3M | +14.9% | -0.3% | +15.1% | +14.4% |
| 6M | -6.3% | +0.1% | -6.4% | -7.9% |
| YTD | +15.7% | +13.6% | +2.1% | +2.9% |
| 1Y | +54.8% | +17.2% | +37.7% | +34.0% |
| All | +54.8% | +18.3% | +36.6% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 1y: compounded portfolio wealth divided by compounded XLI 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…
1y analysis · Full analysis span regression · 6 months rolling