+54.8%
GDX vs SCHW
+14.3%
+40.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -0.4% | -0.8% | +0.4% | -0.3% |
| 30D | +18.6% | +1.5% | +17.1% | +18.4% |
| 3M | +14.9% | +24.6% | -9.7% | +11.6% |
| 6M | -6.3% | +14.5% | -20.8% | -7.7% |
| YTD | +15.7% | +10.5% | +5.3% | +14.1% |
| 1Y | +54.8% | +13.4% | +41.5% | +50.1% |
| All | +54.8% | +14.3% | +40.6% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 1y: compounded portfolio wealth divided by compounded SCHW 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…
1y analysis · Full analysis span regression · 6 months rolling