+189.6%
GDX vs XRT
+529.0%
-339.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.6% |
| 7D | +13.6% | +0.9% | +12.8% | +13.4% |
| 30D | +2.5% | +7.9% | -5.4% | +0.5% |
| 3M | +4.4% | -0.2% | +4.6% | +4.4% |
| 6M | -5.2% | +5.6% | -10.8% | -6.7% |
| YTD | +2.1% | +5.7% | -3.5% | +0.7% |
| 1Y | +24.7% | +14.6% | +10.1% | +20.6% |
| 3Y | +211.3% | +50.7% | +160.6% | +179.5% |
| 5Y | +186.7% | -4.8% | +191.5% | +181.0% |
| 10Y | +285.3% | +152.6% | +132.7% | +179.5% |
| All | +189.6% | +529.0% | -339.4% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling