+249.6%
GDX vs XLV
+31.7%
+217.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -2.2% | -3.6% | +1.4% | -0.3% |
| 30D | +6.8% | -1.8% | +8.6% | +7.9% |
| 3M | +24.9% | +7.8% | +17.1% | +20.0% |
| 6M | -4.2% | +9.1% | -13.3% | -8.7% |
| YTD | +13.2% | +7.7% | +5.5% | +8.6% |
| 1Y | +40.2% | +20.4% | +19.8% | +27.5% |
| 3Y | +249.6% | +30.8% | +218.8% | +210.7% |
| All | +249.6% | +31.7% | +217.9% | +210.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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