+258.1%
GDX vs RMBS
+56.5%
+201.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | +1.9% | +3.5% | -1.6% | +1.4% |
| 30D | +9.9% | -8.6% | +18.5% | +11.3% |
| 3M | +28.2% | -40.3% | +68.5% | +37.1% |
| 6M | -2.9% | -1.0% | -1.9% | -3.4% |
| YTD | +16.0% | -4.6% | +20.6% | +15.5% |
| 1Y | +49.9% | +17.6% | +32.3% | +45.3% |
| All | +258.1% | +56.5% | +201.6% | +224.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling