+224.1%
GDX vs XLV
+33.9%
+190.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -2.2% | -3.6% | +1.4% | -0.1% |
| 30D | +6.8% | -1.8% | +8.6% | +8.0% |
| 3M | +24.9% | +7.8% | +17.1% | +19.3% |
| 6M | -4.2% | +9.1% | -13.3% | -9.2% |
| YTD | +13.2% | +7.7% | +5.5% | +8.1% |
| 1Y | +40.2% | +20.4% | +19.8% | +25.5% |
| 3Y | +249.6% | +30.8% | +218.8% | +195.1% |
| All | +224.1% | +33.9% | +190.2% | +169.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling