+259.7%
GDX vs RIG
-28.9%
+288.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.7% |
| 7D | +4.0% | -2.7% | +6.7% | +4.3% |
| 30D | +9.5% | +9.5% | 0.0% | +8.1% |
| 3M | +25.1% | -6.6% | +31.7% | +25.8% |
| 6M | -2.9% | -2.9% | -0.1% | -3.6% |
| YTD | +14.7% | +39.5% | -24.7% | +8.9% |
| 1Y | +47.4% | +82.3% | -34.9% | +35.2% |
| 3Y | +259.7% | -29.6% | +289.3% | +275.0% |
| All | +259.7% | -28.9% | +288.6% | +275.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling