+159.0%
GDX vs RIG
-92.6%
+251.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.1% | -4.0% |
| 7D | -4.6% | +4.3% | -8.9% | -5.2% |
| 30D | -6.2% | -5.8% | -0.3% | -5.8% |
| 3M | -10.0% | -6.7% | -3.4% | -9.7% |
| 6M | -15.8% | -18.7% | +2.9% | -14.1% |
| YTD | -4.6% | +28.8% | -33.4% | -9.8% |
| 1Y | +4.0% | +28.8% | -24.8% | -1.7% |
| 3Y | +211.1% | -20.0% | +231.1% | +202.8% |
| 5Y | +152.3% | +56.0% | +96.3% | +108.7% |
| 10Y | +331.4% | -48.7% | +380.1% | +220.9% |
| All | +159.0% | -92.6% | +251.6% | +216.2% |
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