+233.6%
GDX vs IYR
+4.2%
+229.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.8% |
| 7D | +1.9% | -0.9% | +2.8% | +2.5% |
| 30D | +9.9% | -2.4% | +12.3% | +11.6% |
| 3M | +28.2% | -2.0% | +30.2% | +29.6% |
| 6M | -2.9% | +2.5% | -5.4% | -4.5% |
| YTD | +16.0% | +8.3% | +7.7% | +10.2% |
| 1Y | +49.9% | +6.5% | +43.4% | +43.8% |
| 3Y | +263.6% | +29.3% | +234.2% | +206.5% |
| 5Y | +233.6% | +5.7% | +227.9% | +206.7% |
| All | +233.6% | +4.2% | +229.4% | +206.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling