+226.7%
GDX vs XLK
+141.8%
+85.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.0% | -2.9% |
| 7D | -5.4% | -0.4% | -5.0% | -5.2% |
| 30D | +6.6% | -0.5% | +7.0% | +6.8% |
| 3M | +30.1% | +5.0% | +25.1% | +27.3% |
| 6M | -7.1% | +32.9% | -40.0% | -16.6% |
| YTD | +12.0% | +29.0% | -17.0% | +1.7% |
| 1Y | +41.2% | +37.8% | +3.4% | +25.5% |
| 3Y | +251.0% | +118.7% | +132.3% | +163.1% |
| 5Y | +226.7% | +145.6% | +81.2% | +118.8% |
| All | +226.7% | +141.8% | +85.0% | +118.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling