+214.2%
GDX vs RJF
+1,123.0%
-908.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.0% |
| 7D | -0.4% | -0.6% | +0.2% | -0.3% |
| 30D | +18.6% | -1.3% | +19.9% | +18.8% |
| 3M | +14.9% | +18.9% | -4.0% | +12.4% |
| 6M | -6.3% | +15.0% | -21.3% | -7.9% |
| YTD | +15.7% | +12.2% | +3.5% | +13.9% |
| 1Y | +54.8% | +5.6% | +49.2% | +53.4% |
| 3Y | +253.4% | +74.9% | +178.6% | +226.8% |
| 5Y | +219.7% | +106.6% | +113.0% | +187.0% |
| 10Y | +300.2% | +433.1% | -132.9% | +204.8% |
| All | +214.2% | +1,123.0% | -908.8% | +71.9% |
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 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