+238.6%
SCHD vs GDXJ
+237.3%
+1.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | -2.0% | -2.8% | +0.9% | -1.7% |
| 30D | -0.4% | +5.0% | -5.4% | -0.9% |
| 3M | +5.7% | +24.1% | -18.3% | +3.5% |
| 6M | +11.9% | -7.4% | +19.2% | +11.9% |
| YTD | +26.4% | +10.2% | +16.2% | +24.0% |
| 1Y | +27.6% | +42.5% | -14.9% | +21.8% |
| 3Y | +54.9% | +285.7% | -230.8% | +32.7% |
| 5Y | +60.9% | +231.9% | -170.9% | +37.9% |
| All | +238.6% | +237.3% | +1.4% | +190.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 10y: compounded portfolio wealth divided by compounded GDXJ 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…
10y analysis · Full analysis span regression · 6 months rolling