+185.4%
GDX vs RL
+226.8%
-41.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.5% | +2.4% |
| 7D | +13.6% | -4.2% | +17.8% | +14.5% |
| 30D | +2.5% | +4.3% | -1.8% | +1.7% |
| 3M | +4.4% | -4.6% | +9.0% | +5.2% |
| 6M | -5.2% | +1.7% | -7.0% | -5.8% |
| YTD | +2.1% | +7.3% | -5.2% | +0.3% |
| 1Y | +24.7% | +20.8% | +3.9% | +20.2% |
| 3Y | +211.3% | +247.0% | -35.7% | +144.6% |
| All | +185.4% | +226.8% | -41.5% | +108.1% |
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