+211.5%
GDX vs ITOT
+752.2%
-540.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.5% |
| 7D | +4.0% | +0.7% | +3.3% | +3.6% |
| 30D | +9.5% | -1.1% | +10.6% | +10.3% |
| 3M | +25.1% | +3.9% | +21.2% | +22.6% |
| 6M | -2.9% | +14.7% | -17.7% | -9.8% |
| YTD | +14.7% | +13.3% | +1.4% | +7.6% |
| 1Y | +47.4% | +19.1% | +28.3% | +34.5% |
| 3Y | +259.7% | +77.3% | +182.3% | +158.5% |
| 5Y | +227.7% | +74.1% | +153.6% | +135.3% |
| 10Y | +289.0% | +293.1% | -4.2% | +60.1% |
| All | +211.5% | +752.2% | -540.8% | -44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling