+150.7%
GDX vs SCHD
+63.2%
+87.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.6% |
| 7D | -6.8% | +2.7% | -9.5% | -8.4% |
| 30D | -2.1% | +7.1% | -9.3% | -6.6% |
| 3M | -7.5% | +5.7% | -13.3% | -10.9% |
| 6M | -15.2% | +15.6% | -30.7% | -23.0% |
| YTD | -4.8% | +34.9% | -39.7% | -21.7% |
| 1Y | +6.7% | +37.4% | -30.6% | -13.2% |
| 3Y | +212.7% | +74.5% | +138.2% | +109.0% |
| All | +150.7% | +63.2% | +87.5% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling