+107.6%
GDX vs RKT
-4.5%
+112.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +0.7% | -3.8% | +4.5% | +1.2% |
| 30D | -3.8% | +32.8% | -36.6% | -7.1% |
| 3M | -5.4% | +0.8% | -6.3% | -5.7% |
| 6M | -12.7% | -2.6% | -10.1% | -12.9% |
| YTD | -0.7% | -25.4% | +24.8% | +1.6% |
| 1Y | +11.9% | -19.1% | +31.0% | +13.6% |
| 3Y | +223.9% | +83.2% | +140.7% | +195.6% |
| 5Y | +163.2% | +0.8% | +162.4% | +143.5% |
| All | +107.6% | -4.5% | +112.1% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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