+249.6%
GDX vs XLY
+35.2%
+214.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | -2.2% | -1.7% | -0.5% | -1.5% |
| 30D | +6.8% | -4.2% | +10.9% | +8.7% |
| 3M | +24.9% | -2.7% | +27.6% | +26.4% |
| 6M | -4.2% | -0.6% | -3.6% | -3.6% |
| YTD | +13.2% | -5.0% | +18.2% | +15.4% |
| 1Y | +40.2% | -4.1% | +44.3% | +42.4% |
| 3Y | +249.6% | +33.6% | +216.0% | +200.1% |
| All | +249.6% | +35.2% | +214.4% | +200.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling