+21.2%
GDX vs XRT
+16.2%
+5.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.7% | +0.7% | +2.1% |
| 7D | +15.6% | +2.5% | +13.1% | +13.6% |
| 30D | +2.4% | +10.3% | -7.9% | -3.9% |
| 3M | +1.7% | +2.4% | -0.6% | -0.1% |
| 6M | -3.3% | +10.0% | -13.3% | -10.7% |
| YTD | +6.6% | +9.5% | -2.9% | -2.8% |
| All | +21.2% | +16.2% | +5.0% | +7.5% |
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