+258.1%
GDX vs RPRX
+123.5%
+134.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.9% | -4.0% | +5.9% | +2.7% |
| 30D | +9.9% | +4.9% | +5.0% | +9.0% |
| 3M | +28.2% | +9.4% | +18.8% | +26.1% |
| 6M | -2.9% | +33.3% | -36.2% | -8.0% |
| YTD | +16.0% | +59.0% | -43.0% | +6.9% |
| 1Y | +49.9% | +69.2% | -19.3% | +36.5% |
| All | +258.1% | +123.5% | +134.7% | +201.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling