+204.7%
GDX vs XLP
+43.9%
+160.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.1% | +1.6% |
| 7D | +5.4% | +3.5% | +2.0% | +4.4% |
| 30D | -2.8% | +11.6% | -14.4% | -6.1% |
| 3M | +2.5% | +7.6% | -5.2% | +0.1% |
| 6M | -0.1% | +10.0% | -10.1% | -3.7% |
| YTD | 0.0% | +19.7% | -19.8% | -7.4% |
| 1Y | +22.2% | +23.5% | -1.2% | +11.3% |
| All | +204.7% | +43.9% | +160.8% | +125.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling