+214.8%
GDX vs XLV
+682.3%
-467.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +1.9% | -3.7% | +5.6% | +3.6% |
| 30D | +9.9% | -1.1% | +11.0% | +10.5% |
| 3M | +28.2% | +8.2% | +20.0% | +23.5% |
| 6M | -2.9% | +8.9% | -11.8% | -6.7% |
| YTD | +16.0% | +8.5% | +7.4% | +11.7% |
| 1Y | +49.9% | +22.3% | +27.6% | +36.7% |
| 3Y | +263.6% | +32.6% | +230.9% | +218.7% |
| 5Y | +233.6% | +34.4% | +199.2% | +190.4% |
| 10Y | +315.3% | +175.4% | +139.9% | +152.3% |
| All | +214.8% | +682.3% | -467.4% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling