+326.3%
GDX vs RNG
+234.5%
+91.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.2% |
| 7D | -6.8% | +4.6% | -11.4% | -7.1% |
| 30D | -2.1% | +0.4% | -2.5% | -2.2% |
| 3M | -7.5% | +11.4% | -18.9% | -8.4% |
| 6M | -15.2% | +95.7% | -110.8% | -19.9% |
| YTD | -4.8% | +162.9% | -167.7% | -13.4% |
| 1Y | +6.7% | +180.3% | -173.5% | -3.4% |
| 3Y | +212.7% | +188.3% | +24.4% | +177.7% |
| 5Y | +151.7% | -72.5% | +224.2% | +152.1% |
| All | +326.3% | +234.5% | +91.8% | +308.8% |
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