+188.2%
GDX vs RBRK
+124.5%
+63.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.7% | +1.4% |
| 7D | -2.2% | -7.5% | +5.3% | -1.3% |
| 30D | +6.8% | -10.4% | +17.2% | +7.8% |
| 3M | +24.9% | +21.3% | +3.7% | +21.8% |
| 6M | -4.2% | +50.6% | -54.8% | -9.1% |
| YTD | +13.2% | +13.3% | -0.1% | +10.1% |
| 1Y | +40.2% | +11.2% | +29.0% | +36.0% |
| All | +188.2% | +124.5% | +63.8% | +147.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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