+227.7%
GDX vs XLI
+83.4%
+144.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | +4.0% | +1.0% | +3.0% | +3.3% |
| 30D | +9.5% | -5.8% | +15.3% | +13.9% |
| 3M | +25.1% | +0.7% | +24.4% | +24.5% |
| 6M | -2.9% | +3.2% | -6.1% | -4.4% |
| YTD | +14.7% | +13.0% | +1.7% | +7.6% |
| 1Y | +47.4% | +16.8% | +30.6% | +35.9% |
| 3Y | +259.7% | +72.4% | +187.3% | +160.2% |
| 5Y | +227.7% | +82.8% | +144.9% | +119.9% |
| All | +227.7% | +83.4% | +144.3% | +119.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling