+291.6%
GDX vs RIG
-40.1%
+331.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.5% | -3.5% |
| 7D | -5.4% | -4.2% | -1.2% | -5.1% |
| 30D | +6.6% | -0.7% | +7.2% | +6.6% |
| 3M | +30.1% | -4.0% | +34.1% | +30.3% |
| 6M | -7.1% | -6.3% | -0.8% | -7.1% |
| YTD | +12.0% | +39.7% | -27.7% | +9.2% |
| 1Y | +41.2% | +78.1% | -36.9% | +35.5% |
| 3Y | +251.0% | -29.5% | +280.4% | +249.7% |
| 5Y | +226.7% | +65.3% | +161.4% | +207.7% |
| All | +291.6% | -40.1% | +331.8% | +238.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RIG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling