+327.3%
GDX vs IYR
+87.2%
+240.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.3% | -3.7% |
| 7D | -4.6% | -0.1% | -4.5% | -4.5% |
| 30D | -6.2% | +5.7% | -11.9% | -8.3% |
| 3M | -10.0% | -0.6% | -9.4% | -9.7% |
| 6M | -15.8% | +0.5% | -16.3% | -16.0% |
| YTD | -4.6% | +10.4% | -15.0% | -8.3% |
| 1Y | +4.0% | +9.2% | -5.2% | +0.5% |
| 3Y | +211.1% | +40.5% | +170.6% | +173.1% |
| 5Y | +152.3% | +5.9% | +146.3% | +139.9% |
| All | +327.3% | +87.2% | +240.1% | +222.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 10y: compounded portfolio wealth divided by compounded IYR 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…
10y analysis · Full analysis span regression · 6 months rolling