+281.6%
GDX vs XLP
+101.8%
+179.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | -0.4% | -1.0% | +0.6% | 0.0% |
| 30D | +18.6% | -0.9% | +19.5% | +19.0% |
| 3M | +14.9% | +3.8% | +11.1% | +12.4% |
| 6M | -6.3% | -1.7% | -4.5% | -6.0% |
| YTD | +15.7% | +10.3% | +5.5% | +10.1% |
| 1Y | +54.8% | +7.8% | +47.0% | +48.5% |
| 3Y | +253.4% | +27.2% | +226.2% | +213.3% |
| 5Y | +219.7% | +32.5% | +187.1% | +179.4% |
| All | +281.6% | +101.8% | +179.9% | +197.7% |
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