+47.4%
GDX vs XRT
-1.4%
+48.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | +0.3% |
| 7D | +4.0% | -0.3% | +4.2% | +4.1% |
| 30D | +9.5% | -5.6% | +15.1% | +12.9% |
| 3M | +25.1% | +2.5% | +22.5% | +22.2% |
| 6M | -2.9% | +3.7% | -6.6% | -6.2% |
| YTD | +14.7% | +1.0% | +13.8% | +12.2% |
| 1Y | +47.4% | -1.2% | +48.6% | +39.4% |
| All | +47.4% | -1.4% | +48.8% | +39.4% |
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 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