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  • GDX vs RMD✓SelectedUSD · RMDGDX vs RMD performance historyLatest closeAs of+1.08%09/09
Stock and ETF performance explorer

GDX vs RMD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+315.3%
RMD return
+269.7%
Excess return
+45.6%
Maximum drawdown
-49.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioRMDExcessAlpha
1D+1.1%-0.5%+1.6%+1.2%
7D+1.9%-4.7%+6.6%+2.9%
30D+9.9%+0.2%+9.7%+9.9%
3M+28.2%+12.0%+16.2%+24.8%
6M-2.9%-12.5%+9.6%-0.5%
YTD+16.0%-7.9%+23.9%+17.5%
1Y+49.9%-20.4%+70.3%+56.4%
3Y+263.6%+53.1%+210.4%+224.2%
5Y+233.6%-22.1%+255.7%+236.8%
10Y+315.3%+275.4%+39.9%+261.8%
All+315.3%+269.7%+45.6%+261.8%

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