+305.7%
GDX vs RMBS
+571.6%
-266.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | +1.9% | +3.5% | -1.6% | +1.3% |
| 30D | +9.9% | -8.6% | +18.5% | +11.4% |
| 3M | +28.2% | -40.3% | +68.5% | +38.1% |
| 6M | -2.9% | -1.0% | -1.9% | -4.3% |
| YTD | +16.0% | -4.6% | +20.6% | +14.3% |
| 1Y | +49.9% | +17.6% | +32.3% | +41.7% |
| 3Y | +263.6% | +58.6% | +204.9% | +210.9% |
| 5Y | +233.6% | +270.9% | -37.4% | +135.8% |
| All | +305.7% | +571.6% | -266.0% | +151.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling