+171.4%
GDX vs XLP
+563.0%
-391.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.1% | +1.8% |
| 7D | +5.4% | +3.5% | +2.0% | +3.7% |
| 30D | -2.8% | +11.6% | -14.4% | -8.3% |
| 3M | +2.5% | +7.6% | -5.2% | -1.6% |
| 6M | -0.1% | +10.0% | -10.1% | -5.7% |
| YTD | 0.0% | +19.7% | -19.8% | -9.8% |
| 1Y | +22.2% | +23.5% | -1.2% | +8.4% |
| 3Y | +201.4% | +44.0% | +157.4% | +145.0% |
| 5Y | +180.6% | +42.7% | +137.9% | +129.1% |
| 10Y | +277.2% | +131.3% | +145.8% | +132.1% |
| All | +171.4% | +563.0% | -391.6% | -39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling