+297.5%
GDXJ vs XLB
+32.2%
+265.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +2.6% |
| 7D | +0.9% | -2.9% | +3.9% | +4.7% |
| 30D | +8.8% | -3.4% | +12.2% | +13.6% |
| 3M | +29.8% | +1.6% | +28.2% | +28.4% |
| 6M | -5.8% | +3.6% | -9.5% | -7.9% |
| YTD | +13.6% | +14.2% | -0.7% | +2.5% |
| 1Y | +54.5% | +15.6% | +38.9% | +38.1% |
| All | +297.5% | +32.2% | +265.3% | +208.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling