+211.5%
GDX vs XLK
+2,290.0%
-2,078.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +4.0% | +2.3% | +1.6% | +2.9% |
| 30D | +9.5% | -0.1% | +9.5% | +9.5% |
| 3M | +25.1% | +2.1% | +23.0% | +23.9% |
| 6M | -2.9% | +37.2% | -40.1% | -14.9% |
| YTD | +14.7% | +30.8% | -16.1% | +2.7% |
| 1Y | +47.4% | +42.6% | +4.8% | +27.5% |
| 3Y | +259.7% | +121.8% | +137.9% | +153.7% |
| 5Y | +227.7% | +145.7% | +82.0% | +115.9% |
| 10Y | +289.0% | +782.1% | -493.1% | +27.3% |
| All | +211.5% | +2,290.0% | -2,078.5% | -58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling