+291.6%
GDX vs RNG
+223.4%
+68.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.4% |
| 7D | -5.4% | -9.6% | +4.2% | -4.7% |
| 30D | +6.6% | +8.8% | -2.3% | +5.9% |
| 3M | +30.1% | +78.6% | -48.5% | +24.1% |
| 6M | -7.1% | +70.3% | -77.4% | -11.5% |
| YTD | +12.0% | +140.3% | -128.4% | +2.9% |
| 1Y | +41.2% | +126.6% | -85.4% | +30.1% |
| 3Y | +251.0% | +120.2% | +130.8% | +218.8% |
| 5Y | +226.7% | -68.3% | +295.0% | +223.6% |
| All | +291.6% | +223.4% | +68.2% | +303.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling