+24.8%
GDX vs XLB
+29.8%
-5.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.5% | +6.5% | +4.5% |
| 7D | +0.8% | +3.9% | -3.2% | -5.9% |
| 30D | -3.2% | +8.9% | -12.1% | -16.9% |
| 3M | +8.6% | +4.1% | +4.4% | +1.3% |
| 6M | -1.2% | +7.3% | -8.5% | -12.3% |
| YTD | -1.4% | +20.4% | -21.8% | -23.5% |
| 1Y | +24.8% | +29.5% | -4.8% | -12.8% |
| All | +24.8% | +29.8% | -5.0% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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