+214.2%
GDX vs RIG
-91.9%
+306.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.8% |
| 7D | -0.4% | +0.9% | -1.3% | -0.6% |
| 30D | +18.6% | +13.8% | +4.8% | +16.3% |
| 3M | +14.9% | -6.4% | +21.3% | +15.7% |
| 6M | -6.3% | -8.2% | +1.9% | -6.0% |
| YTD | +15.7% | +41.6% | -25.9% | +8.6% |
| 1Y | +54.8% | +88.7% | -33.9% | +38.5% |
| 3Y | +253.4% | -30.9% | +284.3% | +253.4% |
| 5Y | +219.7% | +57.7% | +162.0% | +164.3% |
| 10Y | +300.2% | -39.3% | +339.5% | +185.5% |
| All | +214.2% | -91.9% | +306.0% | +280.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling