+203.9%
GDX vs XLY
+762.8%
-558.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.0% | -3.3% |
| 7D | -5.4% | -3.9% | -1.5% | -3.9% |
| 30D | +6.6% | -6.1% | +12.7% | +9.2% |
| 3M | +30.1% | -1.2% | +31.3% | +30.7% |
| 6M | -7.1% | -1.8% | -5.3% | -6.1% |
| YTD | +12.0% | -5.9% | +17.8% | +14.9% |
| 1Y | +41.2% | -3.1% | +44.3% | +43.2% |
| 3Y | +251.0% | +36.0% | +215.0% | +208.0% |
| 5Y | +226.7% | +27.6% | +199.2% | +186.9% |
| 10Y | +301.0% | +216.8% | +84.2% | +133.9% |
| All | +203.9% | +762.8% | -558.9% | -8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling