+177.3%
GDX vs XLP
+554.5%
-377.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.4% | +2.8% |
| 7D | +13.6% | +0.7% | +12.9% | +13.3% |
| 30D | +2.5% | +10.3% | -7.8% | -2.7% |
| 3M | +4.4% | +6.5% | -2.2% | +0.8% |
| 6M | -5.2% | +8.4% | -13.6% | -9.9% |
| YTD | +2.1% | +18.2% | -16.1% | -7.3% |
| 1Y | +24.7% | +22.4% | +2.3% | +11.1% |
| 3Y | +211.3% | +41.9% | +169.4% | +154.8% |
| 5Y | +186.7% | +40.9% | +145.8% | +135.6% |
| 10Y | +285.3% | +128.4% | +156.9% | +138.6% |
| All | +177.3% | +554.5% | -377.2% | -37.2% |
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