+349.2%
GDX vs RIG
-48.7%
+397.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -1.6% |
| 7D | +0.7% | -2.6% | +3.3% | +0.9% |
| 30D | -3.8% | -5.2% | +1.4% | -3.7% |
| 3M | -5.4% | -8.6% | +3.2% | -5.2% |
| 6M | -12.7% | -18.9% | +6.2% | -12.0% |
| YTD | -0.7% | +28.6% | -29.2% | -2.8% |
| 1Y | +11.9% | +25.5% | -13.6% | +9.6% |
| 3Y | +223.9% | -20.2% | +244.0% | +220.2% |
| 5Y | +163.2% | +53.9% | +109.3% | +149.3% |
| 10Y | +349.2% | -48.8% | +398.0% | +335.9% |
| All | +349.2% | -48.7% | +397.9% | +335.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling