+4.0%
GDX vs RIO
+23.2%
-19.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -1.6% |
| 7D | -4.6% | +0.1% | -4.7% | -4.5% |
| 30D | -6.2% | -10.5% | +4.3% | +7.1% |
| 3M | -10.0% | -15.9% | +5.9% | +10.8% |
| 6M | -15.8% | -22.3% | +6.5% | +13.6% |
| YTD | -4.6% | +9.3% | -13.9% | -7.2% |
| 1Y | +4.0% | +23.0% | -19.0% | -8.7% |
| All | +4.0% | +23.2% | -19.2% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling