+215.1%
GDXJ vs XLB
+163.8%
+51.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.8% |
| 7D | -2.8% | -2.8% | 0.0% | -0.6% |
| 30D | +5.0% | -3.1% | +8.1% | +7.8% |
| 3M | +24.1% | -0.2% | +24.2% | +24.9% |
| 6M | -7.4% | +3.1% | -10.4% | -8.0% |
| YTD | +10.2% | +13.3% | -3.0% | +3.1% |
| 1Y | +42.5% | +12.0% | +30.5% | +34.6% |
| 3Y | +285.7% | +31.4% | +254.3% | +227.2% |
| 5Y | +231.9% | +33.9% | +197.9% | +178.6% |
| All | +215.1% | +163.8% | +51.3% | +66.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling