Month by month. Industry, construction and retail are measured in volume, with price changes taken out, and compared with the same month a year earlier, adjusted for the number of working days. They are the earliest signs of where GDP is heading.
What the economy is made of. Gross value added splits what the economy produces by who produces it. Industry includes energy and mining as well as manufacturing; manufacturing is shown on its own because it is what most people mean by industry, and what exports depend on.
Volatility. Construction jumps from month to month with large projects, and one big plant can move industry. Read the trend over several months, not a single reading.