+212.7%
GDX vs SCHD
+74.7%
+138.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.5% |
| 7D | -6.8% | +2.7% | -9.5% | -8.2% |
| 30D | -2.1% | +7.1% | -9.3% | -5.9% |
| 3M | -7.5% | +5.7% | -13.3% | -10.4% |
| 6M | -15.2% | +15.6% | -30.7% | -21.9% |
| YTD | -4.8% | +34.9% | -39.7% | -18.8% |
| 1Y | +6.7% | +37.4% | -30.6% | -9.8% |
| 3Y | +212.7% | +74.5% | +138.2% | +94.1% |
| All | +212.7% | +74.7% | +138.0% | +94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling