+159.0%
GDX vs XLI
+640.3%
-481.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.5% |
| 7D | -4.6% | +4.3% | -8.8% | -6.5% |
| 30D | -6.2% | +0.5% | -6.6% | -6.4% |
| 3M | -10.0% | -8.6% | -1.4% | -5.9% |
| 6M | -15.8% | -2.3% | -13.4% | -14.6% |
| YTD | -4.6% | +10.1% | -14.7% | -8.2% |
| 1Y | +4.0% | +11.0% | -7.0% | -0.3% |
| 3Y | +211.1% | +72.3% | +138.8% | +140.6% |
| 5Y | +152.3% | +70.8% | +81.4% | +94.5% |
| 10Y | +331.4% | +228.7% | +102.7% | +123.4% |
| All | +159.0% | +640.3% | -481.2% | -30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling