+46.3%
GDX vs RMBS
+16.2%
+30.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | +1.9% | +3.5% | -1.6% | +1.2% |
| 30D | +9.9% | -8.6% | +18.5% | +11.8% |
| 3M | +28.2% | -40.3% | +68.5% | +40.8% |
| 6M | -2.9% | -1.0% | -1.9% | -4.1% |
| YTD | +16.0% | -4.6% | +20.6% | +14.9% |
| All | +46.3% | +16.2% | +30.1% | +41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling