+310.1%
GDX vs XLP
+130.4%
+179.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +4.0% |
| 7D | +15.6% | +0.1% | +15.5% | +15.6% |
| 30D | +2.4% | +8.9% | -6.5% | -1.2% |
| 3M | +1.7% | +7.5% | -5.7% | -1.4% |
| 6M | -3.3% | +9.4% | -12.7% | -7.5% |
| YTD | +6.6% | +19.3% | -12.6% | -1.8% |
| 1Y | +27.0% | +21.7% | +5.2% | +15.8% |
| 3Y | +243.4% | +44.0% | +199.4% | +189.2% |
| 5Y | +194.2% | +42.8% | +151.4% | +149.7% |
| 10Y | +310.1% | +128.8% | +181.4% | +182.0% |
| All | +310.1% | +130.4% | +179.8% | +182.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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