+228.2%
GDX vs XRT
+514.3%
-286.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.4% |
| 7D | -0.4% | +0.8% | -1.2% | -0.6% |
| 30D | +18.6% | -4.2% | +22.8% | +19.9% |
| 3M | +14.9% | +5.1% | +9.8% | +13.4% |
| 6M | -6.3% | +2.4% | -8.7% | -6.8% |
| YTD | +15.7% | +3.2% | +12.5% | +14.8% |
| 1Y | +54.8% | +1.5% | +53.3% | +54.1% |
| 3Y | +253.4% | +40.6% | +212.9% | +222.7% |
| 5Y | +219.7% | -1.0% | +220.6% | +210.2% |
| 10Y | +300.2% | +128.4% | +171.8% | +199.1% |
| All | +228.2% | +514.3% | -286.1% | +62.3% |
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