+327.3%
GDX vs RCL
+338.4%
-11.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.9% | 0.0% | -3.6% |
| 7D | -4.6% | -0.2% | -4.3% | -4.5% |
| 30D | -6.2% | +14.4% | -20.6% | -7.3% |
| 3M | -10.0% | +5.2% | -15.2% | -10.5% |
| 6M | -15.8% | +26.1% | -41.9% | -17.5% |
| YTD | -4.6% | +17.4% | -21.9% | -6.3% |
| 1Y | +4.0% | +24.7% | -20.7% | +1.6% |
| 3Y | +211.1% | +250.9% | -39.8% | +176.7% |
| 5Y | +152.3% | +293.8% | -141.6% | +116.2% |
| All | +327.3% | +338.4% | -11.1% | +222.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling