+258.1%
GDX vs RNG
+122.1%
+136.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.1% |
| 7D | +1.9% | -4.1% | +5.9% | +2.1% |
| 30D | +9.9% | +8.6% | +1.3% | +9.4% |
| 3M | +28.2% | +78.0% | -49.8% | +23.7% |
| 6M | -2.9% | +67.0% | -69.9% | -6.3% |
| YTD | +16.0% | +142.4% | -126.5% | +6.8% |
| 1Y | +49.9% | +120.4% | -70.6% | +39.1% |
| All | +258.1% | +122.1% | +136.1% | +224.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling