+227.7%
GDX vs RIG
+52.4%
+175.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +25.9% |
| 6M | -2.9% | -2.9% | -0.1% | -3.5% |
| YTD | +14.7% | +39.5% | -24.7% | +8.6% |
| 1Y | +47.4% | +82.3% | -34.9% | +34.2% |
| 3Y | +259.7% | -29.6% | +289.3% | +262.4% |
| 5Y | +227.7% | +63.2% | +164.5% | +183.7% |
| All | +227.7% | +52.4% | +175.3% | +183.7% |
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