+291.6%
GDX vs RMBS
+554.0%
-262.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.8% | -3.0% |
| 7D | -5.4% | +1.2% | -6.6% | -5.6% |
| 30D | +6.6% | -11.5% | +18.0% | +8.6% |
| 3M | +30.1% | -38.2% | +68.3% | +39.4% |
| 6M | -7.1% | -4.8% | -2.3% | -7.8% |
| YTD | +12.0% | -7.1% | +19.1% | +10.8% |
| 1Y | +41.2% | +10.7% | +30.5% | +34.7% |
| 3Y | +251.0% | +54.5% | +196.5% | +201.5% |
| 5Y | +226.7% | +261.7% | -34.9% | +132.0% |
| All | +291.6% | +554.0% | -262.4% | +143.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RMBS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling