+326.3%
GDX vs XLB
+163.6%
+162.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -6.8% | +0.5% | -7.3% | -7.1% |
| 30D | -2.1% | +5.2% | -7.3% | -5.0% |
| 3M | -7.5% | +0.3% | -7.8% | -7.5% |
| 6M | -15.2% | +1.2% | -16.3% | -15.1% |
| YTD | -4.8% | +16.6% | -21.5% | -11.0% |
| 1Y | +6.7% | +21.4% | -14.7% | -2.2% |
| 3Y | +212.7% | +43.2% | +169.5% | +165.3% |
| 5Y | +151.7% | +28.0% | +123.6% | +122.3% |
| All | +326.3% | +163.6% | +162.7% | +205.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling