+21.8%
GDXJ vs XLB
+29.8%
-8.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.5% | +7.1% | +4.8% |
| 7D | -0.2% | +3.9% | -4.1% | -7.3% |
| 30D | -7.6% | +8.9% | -16.5% | -21.7% |
| 3M | +2.3% | +4.1% | -1.9% | -5.0% |
| 6M | -7.8% | +7.3% | -15.1% | -18.7% |
| YTD | -8.4% | +20.4% | -28.8% | -29.2% |
| 1Y | +21.8% | +29.5% | -7.7% | -15.3% |
| All | +21.8% | +29.8% | -8.0% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling