+296.0%
GDX vs XLK
+807.8%
-511.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.7% |
| 7D | -2.2% | +0.2% | -2.4% | -2.2% |
| 30D | +6.8% | -0.6% | +7.4% | +7.0% |
| 3M | +24.9% | +2.6% | +22.4% | +23.8% |
| 6M | -4.2% | +34.0% | -38.2% | -11.9% |
| YTD | +13.2% | +30.7% | -17.5% | +4.9% |
| 1Y | +40.2% | +39.2% | +1.0% | +27.9% |
| 3Y | +249.6% | +120.4% | +129.2% | +180.8% |
| 5Y | +230.4% | +148.8% | +81.6% | +152.4% |
| All | +296.0% | +807.8% | -511.8% | +127.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling