+326.3%
GDX vs RJF
+326.9%
-0.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.3% |
| 7D | -6.8% | +3.6% | -10.4% | -7.0% |
| 30D | -2.1% | +7.2% | -9.4% | -2.5% |
| 3M | -7.5% | -6.5% | -1.0% | -7.2% |
| 6M | -15.2% | +10.3% | -25.5% | -15.6% |
| YTD | -4.8% | +6.5% | -11.3% | -5.3% |
| 1Y | +6.7% | +6.1% | +0.6% | +6.3% |
| 3Y | +212.7% | +74.9% | +137.9% | +204.1% |
| 5Y | +151.7% | +81.3% | +70.3% | +145.2% |
| All | +326.3% | +326.9% | -0.7% | +360.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling