+158.4%
GDX vs XLU
+475.0%
-316.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.6% |
| 7D | -6.8% | +2.1% | -8.9% | -7.9% |
| 30D | -2.1% | +5.6% | -7.7% | -5.3% |
| 3M | -7.5% | +0.7% | -8.2% | -8.1% |
| 6M | -15.2% | -0.1% | -15.1% | -15.4% |
| YTD | -4.8% | +5.3% | -10.1% | -8.1% |
| 1Y | +6.7% | +2.2% | +4.6% | +5.0% |
| 3Y | +212.7% | +61.6% | +151.1% | +134.4% |
| 5Y | +151.7% | +53.6% | +98.1% | +93.4% |
| 10Y | +330.3% | +162.3% | +168.1% | +118.4% |
| All | +158.4% | +475.0% | -316.6% | -44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling