+47.4%
GDX vs RBA
-28.4%
+75.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.5% |
| 7D | +4.0% | -1.1% | +5.0% | +4.1% |
| 30D | +9.5% | -13.2% | +22.7% | +12.2% |
| 3M | +25.1% | -21.4% | +46.5% | +27.4% |
| 6M | -2.9% | -20.9% | +17.9% | -1.6% |
| YTD | +14.7% | -19.9% | +34.6% | +16.7% |
| 1Y | +47.4% | -28.7% | +76.1% | +50.0% |
| All | +47.4% | -28.4% | +75.8% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RBA 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling