+315.3%
GDX vs XLI
+250.3%
+65.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.6% |
| 7D | +1.9% | -0.6% | +2.5% | +2.1% |
| 30D | +9.9% | -6.9% | +16.9% | +12.8% |
| 3M | +28.2% | -1.9% | +30.1% | +29.2% |
| 6M | -2.9% | +1.0% | -3.9% | -2.9% |
| YTD | +16.0% | +11.3% | +4.6% | +12.7% |
| 1Y | +49.9% | +15.8% | +34.1% | +43.9% |
| 3Y | +263.6% | +69.8% | +193.7% | +210.8% |
| 5Y | +233.6% | +80.9% | +152.7% | +178.5% |
| 10Y | +315.3% | +257.2% | +58.1% | +195.9% |
| All | +315.3% | +250.3% | +65.0% | +195.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling