+226.7%
GDX vs XLU
+42.5%
+184.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -2.8% |
| 7D | -5.4% | -1.2% | -4.2% | -4.6% |
| 30D | +6.6% | -2.5% | +9.1% | +8.4% |
| 3M | +30.1% | -2.7% | +32.9% | +32.3% |
| 6M | -7.1% | -7.5% | +0.4% | -2.3% |
| YTD | +12.0% | +0.9% | +11.0% | +10.7% |
| 1Y | +41.2% | +3.3% | +37.9% | +37.6% |
| 3Y | +251.0% | +47.3% | +203.7% | +164.1% |
| 5Y | +226.7% | +44.4% | +182.3% | +153.8% |
| All | +226.7% | +42.5% | +184.2% | +153.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 5y: compounded portfolio wealth divided by compounded XLU 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…
5y analysis · Full analysis span regression · 6 months rolling