+214.2%
GDX vs RIO
+598.0%
-383.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.4% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | +18.6% | +4.0% | +14.7% | +16.9% |
| 3M | +14.9% | +0.1% | +14.8% | +15.5% |
| 6M | -6.3% | +12.7% | -19.0% | -9.9% |
| YTD | +15.7% | +35.6% | -19.8% | +3.4% |
| 1Y | +54.8% | +73.7% | -18.9% | +25.3% |
| 3Y | +253.4% | +93.3% | +160.1% | +172.3% |
| 5Y | +219.7% | +92.4% | +127.2% | +142.9% |
| 10Y | +300.2% | +606.9% | -306.7% | +67.1% |
| All | +214.2% | +598.0% | -383.8% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling