+24.8%
GDX vs XRT
+18.0%
+6.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.5% | +3.5% | +5.4% |
| 7D | +0.8% | +8.0% | -7.3% | -3.9% |
| 30D | -3.2% | +13.0% | -16.3% | -10.6% |
| 3M | +8.6% | +1.7% | +6.9% | +7.2% |
| 6M | -1.2% | +12.6% | -13.8% | -10.3% |
| YTD | -1.4% | +10.7% | -12.0% | -10.3% |
| 1Y | +24.8% | +18.4% | +6.4% | +10.5% |
| All | +24.8% | +18.0% | +6.8% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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