+220.5%
GDX vs SCHW
+59.4%
+161.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.5% |
| 7D | -5.4% | -2.8% | -2.6% | -5.2% |
| 30D | +6.6% | -0.1% | +6.6% | +6.6% |
| 3M | +30.1% | +20.6% | +9.5% | +28.0% |
| 6M | -7.1% | +15.9% | -23.0% | -8.4% |
| YTD | +12.0% | +8.5% | +3.5% | +11.0% |
| 1Y | +41.2% | +17.8% | +23.4% | +39.0% |
| 3Y | +251.0% | +88.5% | +162.5% | +233.7% |
| All | +220.5% | +59.4% | +161.2% | +209.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling