+633.9%
SCHW vs GDXJ
+69.0%
+565.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +0.9% |
| 7D | -2.8% | -6.2% | +3.5% | -2.5% |
| 30D | -0.1% | +4.6% | -4.7% | -0.3% |
| 3M | +20.6% | +31.3% | -10.7% | +19.1% |
| 6M | +15.9% | -10.7% | +26.6% | +16.1% |
| YTD | +8.5% | +9.1% | -0.6% | +7.6% |
| 1Y | +17.8% | +44.1% | -26.3% | +15.4% |
| 3Y | +88.5% | +285.4% | -196.9% | +76.9% |
| 5Y | +60.6% | +228.4% | -167.8% | +50.7% |
| 10Y | +298.0% | +226.5% | +71.5% | +270.0% |
| All | +633.9% | +69.0% | +565.0% | +644.8% |
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