+169.7%
GDX vs RJF
+1,050.3%
-880.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | +0.7% | -0.9% | +1.7% | +0.8% |
| 30D | -3.8% | +5.3% | -9.1% | -4.4% |
| 3M | -5.4% | -6.8% | +1.4% | -4.7% |
| 6M | -12.7% | +11.4% | -24.1% | -13.9% |
| YTD | -0.7% | +5.5% | -6.2% | -1.5% |
| 1Y | +11.9% | +3.7% | +8.2% | +11.2% |
| 3Y | +223.9% | +73.4% | +150.5% | +199.9% |
| 5Y | +163.2% | +78.3% | +84.8% | +140.7% |
| 10Y | +349.2% | +328.4% | +20.7% | +253.5% |
| All | +169.7% | +1,050.3% | -880.6% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling