+289.0%
GDX vs XRT
+123.1%
+165.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.4% |
| 7D | +4.0% | -0.3% | +4.2% | +4.0% |
| 30D | +9.5% | -5.6% | +15.1% | +10.7% |
| 3M | +25.1% | +2.5% | +22.5% | +24.4% |
| 6M | -2.9% | +3.7% | -6.6% | -3.6% |
| YTD | +14.7% | +1.0% | +13.8% | +14.5% |
| 1Y | +47.4% | -1.2% | +48.6% | +47.5% |
| 3Y | +259.7% | +43.4% | +216.3% | +236.3% |
| 5Y | +227.7% | -0.7% | +228.4% | +215.5% |
| 10Y | +289.0% | +123.7% | +165.3% | +240.4% |
| All | +289.0% | +123.1% | +165.8% | +240.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling