+259.7%
GDX vs RIO
+104.4%
+155.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.3% |
| 7D | +4.0% | +1.9% | +2.0% | +2.3% |
| 30D | +9.5% | +5.0% | +4.5% | +5.4% |
| 3M | +25.1% | +5.1% | +20.0% | +20.7% |
| 6M | -2.9% | +17.6% | -20.6% | -13.3% |
| YTD | +14.7% | +36.3% | -21.6% | -6.1% |
| 1Y | +47.4% | +71.2% | -23.8% | +5.2% |
| 3Y | +259.7% | +102.7% | +157.0% | +135.6% |
| All | +259.7% | +104.4% | +155.2% | +135.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling