+177.3%
GDX vs RBA
+641.9%
-464.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.5% |
| 7D | +13.6% | +4.3% | +9.4% | +12.6% |
| 30D | +2.5% | +16.3% | -13.8% | -1.1% |
| 3M | +4.4% | +1.3% | +3.1% | +3.8% |
| 6M | -5.2% | -11.1% | +5.8% | -3.7% |
| YTD | +2.1% | -8.5% | +10.6% | +3.0% |
| 1Y | +24.7% | -2.1% | +26.8% | +23.9% |
| 3Y | +211.3% | +44.6% | +166.7% | +180.2% |
| 5Y | +186.7% | +36.8% | +149.8% | +155.7% |
| 10Y | +285.3% | +227.3% | +58.0% | +166.4% |
| All | +177.3% | +641.9% | -464.7% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling