+220.4%
GDXJ vs SCHG
+84.3%
+136.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.5% |
| 7D | -2.8% | -1.0% | -1.8% | -2.2% |
| 30D | +5.0% | -1.3% | +6.2% | +5.8% |
| 3M | +24.1% | +5.4% | +18.6% | +20.5% |
| 6M | -7.4% | +14.4% | -21.8% | -13.3% |
| YTD | +10.2% | +8.0% | +2.2% | +6.3% |
| 1Y | +42.5% | +12.7% | +29.8% | +34.7% |
| 3Y | +285.7% | +85.6% | +200.1% | +179.6% |
| All | +220.4% | +84.3% | +136.1% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 5y: compounded portfolio wealth divided by compounded SCHG 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…
5y analysis · Full analysis span regression · 6 months rolling