+158.4%
GDX vs IYR
+214.4%
-56.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -6.8% | +0.6% | -7.4% | -7.0% |
| 30D | -2.1% | +6.6% | -8.7% | -4.3% |
| 3M | -7.5% | -1.8% | -5.7% | -6.8% |
| 6M | -15.2% | +1.4% | -16.6% | -15.6% |
| YTD | -4.8% | +10.5% | -15.3% | -8.0% |
| 1Y | +6.7% | +10.6% | -3.9% | +3.2% |
| 3Y | +212.7% | +41.8% | +170.9% | +178.0% |
| 5Y | +151.7% | +6.0% | +145.6% | +145.0% |
| 10Y | +330.3% | +86.7% | +243.7% | +240.1% |
| All | +158.4% | +214.4% | -56.0% | +18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling