+214.8%
GDX vs SCHW
+771.2%
-556.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +1.9% | -1.6% | +3.5% | +2.0% |
| 30D | +9.9% | -1.1% | +11.0% | +10.0% |
| 3M | +28.2% | +20.4% | +7.8% | +26.2% |
| 6M | -2.9% | +13.6% | -16.5% | -4.1% |
| YTD | +16.0% | +7.7% | +8.3% | +15.0% |
| 1Y | +49.9% | +15.2% | +34.7% | +47.8% |
| 3Y | +263.6% | +87.1% | +176.4% | +243.2% |
| 5Y | +233.6% | +57.5% | +176.1% | +215.7% |
| 10Y | +315.3% | +295.1% | +20.2% | +243.2% |
| All | +214.8% | +771.2% | -556.3% | +58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling