+310.1%
GDX vs XRT
+163.3%
+146.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.7% | +0.7% | +3.7% |
| 7D | +15.6% | +2.5% | +13.1% | +15.0% |
| 30D | +2.4% | +10.3% | -7.9% | +0.4% |
| 3M | +1.7% | +2.4% | -0.6% | +1.2% |
| 6M | -3.3% | +10.0% | -13.3% | -5.2% |
| YTD | +6.6% | +9.5% | -2.9% | +4.7% |
| 1Y | +27.0% | +17.2% | +9.8% | +23.2% |
| 3Y | +243.4% | +62.0% | +181.4% | +214.4% |
| 5Y | +194.2% | -2.1% | +196.3% | +181.4% |
| 10Y | +310.1% | +152.6% | +157.6% | +265.6% |
| All | +310.1% | +163.3% | +146.8% | +265.6% |
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