+258.1%
GDX vs SCHD
+54.5%
+203.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.6% |
| 7D | +1.9% | -2.6% | +4.5% | +3.4% |
| 30D | +9.9% | -0.3% | +10.2% | +10.2% |
| 3M | +28.2% | +6.1% | +22.1% | +24.0% |
| 6M | -2.9% | +11.7% | -14.6% | -8.7% |
| YTD | +16.0% | +26.3% | -10.4% | +2.7% |
| 1Y | +49.9% | +28.8% | +21.1% | +31.4% |
| All | +258.1% | +54.5% | +203.7% | +171.0% |
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