+177.3%
GDX vs XLB
+415.1%
-237.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.7% |
| 7D | +13.6% | -1.5% | +15.1% | +14.9% |
| 30D | +2.5% | +6.1% | -3.6% | -1.9% |
| 3M | +4.4% | 0.0% | +4.3% | +4.6% |
| 6M | -5.2% | 0.0% | -5.2% | -4.4% |
| YTD | +2.1% | +16.0% | -13.9% | -6.5% |
| 1Y | +24.7% | +24.7% | 0.0% | +8.7% |
| 3Y | +211.3% | +40.4% | +170.9% | +149.2% |
| 5Y | +186.7% | +30.7% | +156.0% | +139.8% |
| 10Y | +285.3% | +173.3% | +112.0% | +71.9% |
| All | +177.3% | +415.1% | -237.9% | -43.4% |
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