+24.8%
GDX vs XLY
+3.2%
+21.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.3% | +4.7% | +4.4% |
| 7D | +0.8% | +6.1% | -5.3% | -5.1% |
| 30D | -3.2% | +10.8% | -14.0% | -12.7% |
| 3M | +8.6% | +3.6% | +4.9% | +4.6% |
| 6M | -1.2% | +4.4% | -5.6% | -5.1% |
| YTD | -1.4% | +3.1% | -4.5% | -6.3% |
| 1Y | +24.8% | +3.6% | +21.2% | +18.1% |
| All | +24.8% | +3.2% | +21.6% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 1y: compounded portfolio wealth divided by compounded XLY 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…
1y analysis · Full analysis span regression · 6 months rolling