+140.3%
GDX vs SCHG
+1,127.0%
-986.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | +1.9% | -0.9% | +2.8% | +2.3% |
| 30D | +9.9% | -2.3% | +12.2% | +11.0% |
| 3M | +28.2% | +4.5% | +23.7% | +26.1% |
| 6M | -2.9% | +13.6% | -16.5% | -7.3% |
| YTD | +16.0% | +7.6% | +8.4% | +13.1% |
| 1Y | +49.9% | +13.0% | +36.8% | +43.5% |
| 3Y | +263.6% | +87.0% | +176.6% | +182.3% |
| 5Y | +233.6% | +82.9% | +150.7% | +155.5% |
| 10Y | +315.3% | +453.6% | -138.3% | +91.4% |
| All | +140.3% | +1,127.0% | -986.6% | -38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling