+159.0%
GDX vs RL
+811.9%
-652.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.1% | -3.9% |
| 7D | -4.6% | +2.4% | -6.9% | -4.8% |
| 30D | -6.2% | +4.6% | -10.8% | -6.7% |
| 3M | -10.0% | -1.1% | -8.9% | -10.0% |
| 6M | -15.8% | +16.5% | -32.3% | -17.5% |
| YTD | -4.6% | +11.4% | -16.0% | -6.1% |
| 1Y | +4.0% | +16.1% | -12.1% | +1.9% |
| 3Y | +211.1% | +252.6% | -41.5% | +165.3% |
| 5Y | +152.3% | +244.9% | -92.6% | +112.5% |
| 10Y | +331.4% | +342.4% | -11.0% | +236.4% |
| All | +159.0% | +811.9% | -652.9% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling