+212.7%
GDX vs RNG
+179.0%
+33.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.2% |
| 7D | -6.8% | +4.6% | -11.4% | -7.0% |
| 30D | -2.1% | +0.4% | -2.5% | -2.2% |
| 3M | -7.5% | +11.4% | -18.9% | -8.1% |
| 6M | -15.2% | +95.7% | -110.8% | -18.7% |
| YTD | -4.8% | +162.9% | -167.7% | -12.7% |
| 1Y | +6.7% | +180.3% | -173.5% | -2.8% |
| 3Y | +212.7% | +188.3% | +24.4% | +183.9% |
| All | +212.7% | +179.0% | +33.7% | +183.9% |
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