+260.9%
GDX vs XLP
+27.4%
+233.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +18.9% |
| 3M | +14.9% | +3.8% | +11.1% | +12.4% |
| 6M | -6.3% | -1.7% | -4.5% | -5.8% |
| YTD | +15.7% | +10.3% | +5.5% | +10.1% |
| 1Y | +54.8% | +7.8% | +47.0% | +49.0% |
| All | +260.9% | +27.4% | +233.5% | +210.9% |
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