+236.3%
GDXJ vs XLB
+35.5%
+200.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +2.5% |
| 7D | +0.9% | -2.9% | +3.9% | +4.2% |
| 30D | +8.8% | -3.4% | +12.2% | +13.1% |
| 3M | +29.8% | +1.6% | +28.2% | +28.6% |
| 6M | -5.8% | +3.6% | -9.5% | -7.6% |
| YTD | +13.6% | +14.2% | -0.7% | +2.6% |
| 1Y | +54.5% | +15.6% | +38.9% | +38.3% |
| 3Y | +301.4% | +33.1% | +268.3% | +213.9% |
| 5Y | +236.3% | +35.0% | +201.3% | +160.6% |
| All | +236.3% | +35.5% | +200.9% | +160.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling