+159.0%
GDX vs RIO
+462.9%
-303.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -3.1% |
| 7D | -4.6% | +0.1% | -4.7% | -4.5% |
| 30D | -6.2% | -10.5% | +4.3% | -1.3% |
| 3M | -10.0% | -15.9% | +5.9% | -2.5% |
| 6M | -15.8% | -22.3% | +6.5% | -5.2% |
| YTD | -4.6% | +9.3% | -13.9% | -6.1% |
| 1Y | +4.0% | +23.0% | -19.0% | -2.4% |
| 3Y | +211.1% | +52.1% | +159.0% | +167.1% |
| 5Y | +152.3% | +88.9% | +63.4% | +95.7% |
| 10Y | +331.4% | +354.1% | -22.7% | +118.2% |
| All | +159.0% | +462.9% | -303.8% | -26.7% |
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 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