+211.3%
GDX vs XLB
+39.6%
+171.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +3.0% |
| 7D | +13.6% | -1.5% | +15.1% | +15.6% |
| 30D | +2.5% | +6.1% | -3.6% | -4.3% |
| 3M | +4.4% | 0.0% | +4.3% | +4.5% |
| 6M | -5.2% | 0.0% | -5.2% | -4.6% |
| YTD | +2.1% | +16.0% | -13.9% | -8.7% |
| 1Y | +24.7% | +24.7% | 0.0% | +5.2% |
| 3Y | +211.3% | +40.4% | +170.9% | +121.7% |
| All | +211.3% | +39.6% | +171.6% | +121.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling