+150.7%
GDX vs RIO
+90.3%
+60.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -6.8% | -0.9% | -5.9% | -6.1% |
| 30D | -2.1% | -9.1% | +7.0% | +5.0% |
| 3M | -7.5% | -13.7% | +6.2% | +3.3% |
| 6M | -15.2% | -24.3% | +9.2% | +3.9% |
| YTD | -4.8% | +8.9% | -13.7% | -6.0% |
| 1Y | +6.7% | +22.7% | -15.9% | -1.5% |
| 3Y | +212.7% | +51.2% | +161.6% | +154.8% |
| All | +150.7% | +90.3% | +60.4% | +90.6% |
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 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