+214.2%
GDX vs RL
+717.2%
-503.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.4% |
| 7D | -0.4% | -0.8% | +0.4% | -0.3% |
| 30D | +18.6% | -7.8% | +26.4% | +19.7% |
| 3M | +14.9% | -4.0% | +18.9% | +15.4% |
| 6M | -6.3% | -1.9% | -4.4% | -6.2% |
| YTD | +15.7% | -0.2% | +15.9% | +15.5% |
| 1Y | +54.8% | +10.7% | +44.2% | +52.7% |
| 3Y | +253.4% | +210.8% | +42.7% | +206.0% |
| 5Y | +219.7% | +238.2% | -18.6% | +170.1% |
| 10Y | +300.2% | +313.4% | -13.2% | +213.9% |
| All | +214.2% | +717.2% | -503.0% | +77.9% |
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