+551.1%
SCHD vs GDXJ
+43.7%
+507.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | 0.0% |
| 7D | -3.1% | -6.2% | +3.1% | -2.7% |
| 30D | -0.8% | +4.6% | -5.5% | -1.2% |
| 3M | +6.2% | +31.3% | -25.1% | +4.0% |
| 6M | +11.8% | -10.7% | +22.5% | +12.1% |
| YTD | +26.0% | +9.1% | +16.9% | +24.1% |
| 1Y | +28.1% | +44.1% | -16.0% | +23.4% |
| 3Y | +54.6% | +285.4% | -230.8% | +37.4% |
| 5Y | +60.3% | +228.4% | -168.1% | +42.6% |
| 10Y | +242.1% | +226.5% | +15.6% | +198.8% |
| All | +551.1% | +43.7% | +507.4% | +529.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling