+233.6%
GDX vs RJF
+106.2%
+127.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | +1.9% | -0.3% | +2.2% | +1.9% |
| 30D | +9.9% | -2.0% | +11.9% | +10.2% |
| 3M | +28.2% | +16.3% | +11.9% | +25.6% |
| 6M | -2.9% | +16.9% | -19.8% | -5.0% |
| YTD | +16.0% | +10.4% | +5.5% | +14.2% |
| 1Y | +49.9% | +7.4% | +42.5% | +47.9% |
| 3Y | +263.6% | +72.2% | +191.3% | +234.7% |
| 5Y | +233.6% | +105.1% | +128.5% | +210.0% |
| All | +233.6% | +106.2% | +127.4% | +210.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling