+291.6%
GDX vs RIO
+604.6%
-313.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.2% | +0.7% | -1.4% |
| 7D | -5.4% | -3.4% | -2.0% | -3.8% |
| 30D | +6.6% | +0.6% | +6.0% | +6.5% |
| 3M | +30.1% | +2.5% | +27.6% | +29.2% |
| 6M | -7.1% | +10.8% | -17.9% | -10.3% |
| YTD | +12.0% | +30.5% | -18.5% | +1.3% |
| 1Y | +41.2% | +68.1% | -26.9% | +15.2% |
| 3Y | +251.0% | +94.0% | +157.0% | +169.3% |
| 5Y | +226.7% | +92.0% | +134.7% | +148.1% |
| All | +291.6% | +604.6% | -313.0% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling