+319.2%
GDX vs RL
+369.1%
-49.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | +11.5% | +1.3% | +10.1% | +11.3% |
| 30D | -3.1% | +7.6% | -10.8% | -3.7% |
| 3M | -4.4% | -1.5% | -2.9% | -4.4% |
| 6M | -8.6% | +12.1% | -20.6% | -9.5% |
| YTD | +0.8% | +13.9% | -13.1% | -0.3% |
| 1Y | +14.7% | +20.7% | -6.0% | +13.0% |
| 3Y | +228.8% | +260.6% | -31.8% | +206.2% |
| 5Y | +173.4% | +248.9% | -75.5% | +151.6% |
| 10Y | +319.2% | +355.9% | -36.7% | +324.8% |
| All | +319.2% | +369.1% | -49.9% | +324.8% |
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