+326.3%
GDX vs XLI
+225.1%
+101.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | -6.8% | +3.8% | -10.6% | -8.1% |
| 30D | -2.1% | +1.0% | -3.2% | -2.5% |
| 3M | -7.5% | -8.9% | +1.4% | -4.3% |
| 6M | -15.2% | -2.3% | -12.9% | -14.2% |
| YTD | -4.8% | +9.7% | -14.5% | -7.0% |
| 1Y | +6.7% | +12.3% | -5.6% | +3.6% |
| 3Y | +212.7% | +71.5% | +141.3% | +167.3% |
| 5Y | +151.7% | +70.2% | +81.5% | +113.2% |
| All | +326.3% | +225.1% | +101.2% | +257.9% |
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