+24.8%
GDX vs XLK
+19.7%
+5.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | 0.0% | +9.0% | +9.0% |
| 7D | +0.8% | -7.6% | +8.4% | +7.7% |
| 30D | -3.2% | -12.2% | +8.9% | +8.1% |
| 3M | +8.6% | -5.5% | +14.0% | +13.7% |
| 6M | -1.2% | +9.2% | -10.4% | -10.6% |
| YTD | -1.4% | +23.0% | -24.4% | -20.7% |
| 1Y | +24.8% | +20.7% | +4.1% | +2.8% |
| All | +24.8% | +19.7% | +5.1% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 1y: compounded portfolio wealth divided by compounded XLK 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…
1y analysis · Full analysis span regression · 6 months rolling