+345.6%
GDX vs RNG
+327.7%
+17.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.7% | -1.9% |
| 7D | -0.4% | +5.8% | -6.2% | -0.7% |
| 30D | +18.6% | +19.6% | -1.0% | +17.2% |
| 3M | +14.9% | +67.0% | -52.1% | +10.7% |
| 6M | -6.3% | +88.4% | -94.6% | -10.9% |
| YTD | +15.7% | +155.5% | -139.8% | +6.9% |
| 1Y | +54.8% | +141.7% | -86.8% | +43.4% |
| 3Y | +253.4% | +131.1% | +122.4% | +223.6% |
| 5Y | +219.7% | -70.6% | +290.2% | +216.4% |
| 10Y | +300.2% | +228.2% | +72.0% | +276.5% |
| All | +345.6% | +327.7% | +17.9% | +326.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling