+214.2%
GDX vs XLB
+417.6%
-203.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -1.9% |
| 7D | -0.4% | -1.4% | +1.0% | +0.7% |
| 30D | +18.6% | -0.4% | +19.0% | +19.1% |
| 3M | +14.9% | +2.0% | +12.9% | +13.9% |
| 6M | -6.3% | +1.8% | -8.1% | -6.4% |
| YTD | +15.7% | +16.6% | -0.9% | +5.5% |
| 1Y | +54.8% | +16.9% | +37.9% | +41.1% |
| 3Y | +253.4% | +32.6% | +220.9% | +194.1% |
| 5Y | +219.7% | +35.6% | +184.0% | +159.9% |
| 10Y | +300.2% | +160.0% | +140.2% | +86.3% |
| All | +214.2% | +417.6% | -203.4% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling