+86.8%
SCHW vs GDXJ
+285.5%
-198.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.1% |
| 7D | -1.9% | -2.8% | +0.9% | -1.7% |
| 30D | -1.6% | +5.0% | -6.6% | -2.0% |
| 3M | +21.3% | +24.1% | -2.8% | +19.1% |
| 6M | +16.5% | -7.4% | +23.8% | +16.9% |
| YTD | +8.4% | +10.2% | -1.8% | +6.2% |
| 1Y | +15.6% | +42.5% | -26.9% | +9.7% |
| 3Y | +86.8% | +285.7% | -198.9% | +51.6% |
| All | +86.8% | +285.5% | -198.6% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling