+326.3%
GDX vs RMD
+347.3%
-21.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -6.8% | +2.1% | -8.9% | -7.2% |
| 30D | -2.1% | +2.1% | -4.2% | -2.6% |
| 3M | -7.5% | +6.2% | -13.7% | -8.7% |
| 6M | -15.2% | +19.4% | -34.5% | -18.7% |
| YTD | -4.8% | +0.5% | -5.4% | -5.4% |
| 1Y | +6.7% | -3.9% | +10.7% | +7.1% |
| 3Y | +212.7% | +72.5% | +140.2% | +172.1% |
| 5Y | +151.7% | -1.5% | +153.2% | +142.3% |
| All | +326.3% | +347.3% | -21.1% | +240.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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