+4.0%
GDX vs XRT
+12.4%
-8.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.1% | -2.8% |
| 7D | -4.6% | -0.4% | -4.1% | -4.3% |
| 30D | -6.2% | +7.5% | -13.7% | -10.4% |
| 3M | -10.0% | +2.3% | -12.4% | -11.6% |
| 6M | -15.8% | +12.8% | -28.6% | -23.8% |
| YTD | -4.6% | +7.1% | -11.6% | -11.6% |
| 1Y | +4.0% | +12.3% | -8.2% | -5.9% |
| All | +4.0% | +12.4% | -8.3% | -5.9% |
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