+310.1%
GDX vs RL
+397.7%
-87.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.8% | -1.4% | +3.9% |
| 7D | +15.6% | +0.2% | +15.3% | +15.5% |
| 30D | +2.4% | +7.3% | -4.9% | +1.9% |
| 3M | +1.7% | +1.0% | +0.7% | +1.6% |
| 6M | -3.3% | +11.8% | -15.1% | -4.2% |
| YTD | +6.6% | +13.6% | -7.0% | +5.5% |
| 1Y | +27.0% | +24.0% | +2.9% | +25.0% |
| 3Y | +243.4% | +256.6% | -13.2% | +221.1% |
| 5Y | +194.2% | +240.2% | -46.0% | +171.7% |
| 10Y | +310.1% | +373.0% | -62.8% | +301.6% |
| All | +310.1% | +397.7% | -87.5% | +301.6% |
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