+233.6%
GDX vs RIO
+101.7%
+131.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.9% | +1.0% | +0.9% | +1.2% |
| 30D | +9.9% | +4.0% | +5.9% | +7.3% |
| 3M | +28.2% | +4.5% | +23.7% | +25.1% |
| 6M | -2.9% | +17.3% | -20.2% | -11.2% |
| YTD | +16.0% | +36.2% | -20.2% | -2.0% |
| 1Y | +49.9% | +76.1% | -26.3% | +10.0% |
| 3Y | +263.6% | +102.5% | +161.0% | +145.0% |
| 5Y | +233.6% | +103.5% | +130.0% | +123.9% |
| All | +233.6% | +101.7% | +131.9% | +123.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling