+259.7%
GDX vs IYR
+29.8%
+229.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | +4.0% | -0.4% | +4.3% | +4.2% |
| 30D | +9.5% | -2.5% | +12.0% | +11.3% |
| 3M | +25.1% | +1.5% | +23.6% | +23.5% |
| 6M | -2.9% | +3.9% | -6.8% | -5.5% |
| YTD | +14.7% | +9.5% | +5.2% | +8.0% |
| 1Y | +47.4% | +7.5% | +40.0% | +40.3% |
| 3Y | +259.7% | +30.8% | +228.9% | +204.8% |
| All | +259.7% | +29.8% | +229.9% | +204.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling