+214.2%
GDX vs XLI
+663.7%
-449.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.4% |
| 7D | -0.4% | -1.1% | +0.7% | +0.2% |
| 30D | +18.6% | -5.9% | +24.6% | +22.2% |
| 3M | +14.9% | -0.3% | +15.1% | +15.2% |
| 6M | -6.3% | +0.1% | -6.4% | -5.9% |
| YTD | +15.7% | +13.6% | +2.1% | +9.6% |
| 1Y | +54.8% | +17.2% | +37.7% | +44.5% |
| 3Y | +253.4% | +68.2% | +185.2% | +176.0% |
| 5Y | +219.7% | +80.7% | +138.9% | +139.7% |
| 10Y | +300.2% | +253.3% | +46.9% | +99.0% |
| All | +214.2% | +663.7% | -449.5% | -16.5% |
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