+49.9%
GDX vs RIG
+79.6%
-29.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +1.9% | +1.2% |
| 7D | +1.9% | -8.2% | +10.1% | +3.2% |
| 30D | +9.9% | -0.2% | +10.1% | +9.9% |
| 3M | +28.2% | -2.7% | +30.9% | +28.1% |
| 6M | -2.9% | -7.5% | +4.6% | -3.6% |
| YTD | +16.0% | +38.3% | -22.3% | +7.6% |
| 1Y | +49.9% | +81.8% | -32.0% | +38.9% |
| All | +49.9% | +79.6% | -29.7% | +38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling