+77.5%
GDXJ vs XLB
+362.3%
-284.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.4% |
| 7D | +4.3% | -0.2% | +4.6% | +4.6% |
| 30D | +8.4% | -1.7% | +10.2% | +10.2% |
| 3M | +25.5% | +4.4% | +21.2% | +21.9% |
| 6M | -6.3% | +5.0% | -11.4% | -8.6% |
| YTD | +12.1% | +15.5% | -3.4% | +2.1% |
| 1Y | +51.1% | +14.9% | +36.1% | +38.4% |
| 3Y | +296.1% | +34.5% | +261.5% | +220.5% |
| 5Y | +228.1% | +36.5% | +191.6% | +162.9% |
| 10Y | +211.8% | +159.6% | +52.2% | +40.6% |
| All | +77.5% | +362.3% | -284.9% | -56.7% |
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