+224.1%
GDX vs SCHG
+84.3%
+139.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.7% |
| 7D | -2.2% | -1.0% | -1.1% | -1.7% |
| 30D | +6.8% | -1.3% | +8.0% | +7.4% |
| 3M | +24.9% | +5.4% | +19.5% | +22.1% |
| 6M | -4.2% | +14.4% | -18.6% | -9.2% |
| YTD | +13.2% | +8.0% | +5.2% | +9.8% |
| 1Y | +40.2% | +12.7% | +27.5% | +33.9% |
| 3Y | +249.6% | +85.6% | +164.0% | +172.5% |
| All | +224.1% | +84.3% | +139.8% | +131.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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