+228.9%
GDX vs RL
+238.1%
-9.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.6% |
| 7D | -0.4% | -0.8% | +0.4% | -0.2% |
| 30D | +18.6% | -7.8% | +26.4% | +20.3% |
| 3M | +14.9% | -4.0% | +18.9% | +15.7% |
| 6M | -6.3% | -1.9% | -4.4% | -6.1% |
| YTD | +15.7% | -0.2% | +15.9% | +15.3% |
| 1Y | +54.8% | +10.7% | +44.2% | +51.8% |
| 3Y | +253.4% | +210.8% | +42.7% | +187.2% |
| All | +228.9% | +238.1% | -9.2% | +152.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling