+173.4%
GDX vs RIG
+42.7%
+130.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.5% |
| 7D | +11.5% | -12.2% | +23.7% | +13.1% |
| 30D | -3.1% | -6.0% | +2.9% | -2.9% |
| 3M | -4.4% | -9.4% | +5.0% | -3.9% |
| 6M | -8.6% | -19.1% | +10.5% | -7.0% |
| YTD | +0.8% | +25.4% | -24.6% | -4.0% |
| 1Y | +14.7% | +23.3% | -8.7% | +9.3% |
| 3Y | +228.8% | -22.1% | +250.9% | +224.8% |
| 5Y | +173.4% | +50.1% | +123.2% | +138.7% |
| All | +173.4% | +42.7% | +130.7% | +138.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling