+349.2%
GDX vs RMD
+349.2%
-0.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.9% |
| 7D | +0.7% | -0.8% | +1.6% | +0.9% |
| 30D | -3.8% | +1.7% | -5.4% | -4.1% |
| 3M | -5.4% | +6.4% | -11.8% | -6.7% |
| 6M | -12.7% | +20.7% | -33.4% | -16.6% |
| YTD | -0.7% | -0.2% | -0.5% | -1.1% |
| 1Y | +11.9% | -4.5% | +16.4% | +12.4% |
| 3Y | +223.9% | +70.5% | +153.4% | +182.6% |
| 5Y | +163.2% | -1.6% | +164.8% | +153.5% |
| 10Y | +349.2% | +342.7% | +6.5% | +263.6% |
| All | +349.2% | +349.2% | -0.1% | +263.6% |
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