+4.0%
GDX vs RL
+17.3%
-13.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.1% | -3.6% |
| 7D | -4.6% | +2.4% | -6.9% | -5.4% |
| 30D | -6.2% | +4.6% | -10.8% | -7.9% |
| 3M | -10.0% | -1.1% | -8.9% | -9.8% |
| 6M | -15.8% | +16.5% | -32.3% | -20.6% |
| YTD | -4.6% | +11.4% | -16.0% | -11.9% |
| 1Y | +4.0% | +16.1% | -12.1% | -7.0% |
| All | +4.0% | +17.3% | -13.2% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling