+289.0%
GDX vs RL
+304.3%
-15.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.8% |
| 7D | +4.0% | +1.9% | +2.1% | +3.8% |
| 30D | +9.5% | -12.2% | +21.7% | +10.6% |
| 3M | +25.1% | -6.6% | +31.7% | +25.8% |
| 6M | -2.9% | +3.2% | -6.1% | -3.1% |
| YTD | +14.7% | -1.3% | +16.0% | +14.7% |
| 1Y | +47.4% | +13.6% | +33.8% | +46.3% |
| 3Y | +259.7% | +210.9% | +48.8% | +239.0% |
| 5Y | +227.7% | +246.9% | -19.2% | +205.9% |
| 10Y | +289.0% | +310.1% | -21.1% | +290.8% |
| All | +289.0% | +304.3% | -15.4% | +290.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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