+169.7%
GDX vs XLB
+425.7%
-256.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.7% |
| 7D | +0.7% | -1.6% | +2.4% | +1.9% |
| 30D | -3.8% | +7.2% | -11.0% | -8.6% |
| 3M | -5.4% | 0.0% | -5.5% | -5.3% |
| 6M | -12.7% | +2.3% | -15.0% | -13.4% |
| YTD | -0.7% | +18.4% | -19.1% | -10.3% |
| 1Y | +11.9% | +23.3% | -11.4% | -1.7% |
| 3Y | +223.9% | +45.2% | +178.7% | +153.2% |
| 5Y | +163.2% | +31.0% | +132.2% | +119.8% |
| 10Y | +349.2% | +168.8% | +180.4% | +103.7% |
| All | +169.7% | +425.7% | -256.0% | -45.7% |
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 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