+224.1%
GDX vs RDW
-9.1%
+233.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.3% |
| 7D | -2.2% | +0.9% | -3.0% | -2.3% |
| 30D | +6.8% | -21.3% | +28.0% | +8.4% |
| 3M | +24.9% | -37.9% | +62.8% | +28.1% |
| 6M | -4.2% | +12.3% | -16.5% | -6.2% |
| YTD | +13.2% | +39.7% | -26.5% | +9.2% |
| 1Y | +40.2% | +25.7% | +14.5% | +35.1% |
| 3Y | +249.6% | +230.8% | +18.8% | +210.9% |
| All | +224.1% | -9.1% | +233.2% | +183.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 5y: compounded portfolio wealth divided by compounded RDW 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…
5y analysis · Full analysis span regression · 6 months rolling