+112.1%
GDX vs SCHD
+558.6%
-446.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.4% |
| 7D | +4.0% | -1.1% | +5.1% | +4.5% |
| 30D | +9.5% | +1.5% | +8.0% | +8.8% |
| 3M | +25.1% | +7.4% | +17.7% | +21.3% |
| 6M | -2.9% | +12.4% | -15.3% | -7.6% |
| YTD | +14.7% | +27.5% | -12.8% | +3.7% |
| 1Y | +47.4% | +30.0% | +17.4% | +32.0% |
| 3Y | +259.7% | +56.5% | +203.2% | +197.0% |
| 5Y | +227.7% | +60.7% | +167.0% | +168.2% |
| 10Y | +289.0% | +237.8% | +51.2% | +127.0% |
| All | +112.1% | +558.6% | -446.5% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling