+54.8%
GDX vs RNG
+144.7%
-89.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.7% | -2.2% |
| 7D | -0.4% | +5.8% | -6.2% | -0.3% |
| 30D | +18.6% | +19.6% | -1.0% | +18.9% |
| 3M | +14.9% | +67.0% | -52.1% | +15.4% |
| 6M | -6.3% | +88.4% | -94.6% | -6.1% |
| YTD | +15.7% | +155.5% | -139.8% | +12.0% |
| 1Y | +54.8% | +141.7% | -86.8% | +52.5% |
| All | +54.8% | +144.7% | -89.9% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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