+296.0%
GDX vs SCHD
+244.5%
+51.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -2.2% | -2.0% | -0.2% | -1.4% |
| 30D | +6.8% | -0.4% | +7.2% | +7.0% |
| 3M | +24.9% | +5.7% | +19.2% | +22.3% |
| 6M | -4.2% | +11.9% | -16.1% | -8.1% |
| YTD | +13.2% | +26.4% | -13.2% | +3.9% |
| 1Y | +40.2% | +27.6% | +12.6% | +28.1% |
| 3Y | +249.6% | +54.9% | +194.6% | +196.8% |
| 5Y | +230.4% | +60.9% | +169.4% | +178.0% |
| All | +296.0% | +244.5% | +51.5% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD 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 SCHD 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