+245.7%
GDX vs ITOT
+74.3%
+171.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.8% | -2.9% |
| 7D | -5.4% | -2.0% | -3.3% | -3.7% |
| 30D | +6.6% | -2.0% | +8.5% | +8.5% |
| 3M | +30.1% | +4.5% | +25.6% | +25.8% |
| 6M | -7.1% | +12.6% | -19.7% | -14.2% |
| YTD | +12.0% | +12.0% | 0.0% | +4.0% |
| 1Y | +41.2% | +17.3% | +24.0% | +27.9% |
| All | +245.7% | +74.3% | +171.4% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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