+150.7%
GDX vs RL
+239.2%
-88.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | 0.0% |
| 7D | -6.8% | +2.6% | -9.4% | -7.3% |
| 30D | -2.1% | +2.9% | -5.0% | -2.7% |
| 3M | -7.5% | 0.0% | -7.5% | -7.6% |
| 6M | -15.2% | +17.1% | -32.3% | -17.9% |
| YTD | -4.8% | +10.1% | -14.9% | -7.0% |
| 1Y | +6.7% | +17.3% | -10.6% | +3.2% |
| 3Y | +212.7% | +249.3% | -36.6% | +144.7% |
| All | +150.7% | +239.2% | -88.5% | +81.6% |
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 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