+170.1%
GDX vs RPRX
+79.7%
+90.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.7% |
| 7D | -4.6% | +2.1% | -6.6% | -4.9% |
| 30D | -6.2% | +21.9% | -28.1% | -9.8% |
| 3M | -10.0% | +16.9% | -27.0% | -12.7% |
| 6M | -15.8% | +34.5% | -50.3% | -20.6% |
| YTD | -4.6% | +80.9% | -85.5% | -14.9% |
| 1Y | +4.0% | +77.6% | -73.6% | -6.9% |
| 3Y | +211.1% | +173.5% | +37.5% | +152.9% |
| 5Y | +152.3% | +84.9% | +67.3% | +120.2% |
| All | +170.1% | +79.7% | +90.5% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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