+315.3%
GDX vs RRC
+4.5%
+310.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.1% |
| 7D | +1.9% | -1.7% | +3.6% | +2.0% |
| 30D | +9.9% | +3.6% | +6.3% | +9.7% |
| 3M | +28.2% | +8.8% | +19.4% | +27.5% |
| 6M | -2.9% | +0.8% | -3.7% | -3.2% |
| YTD | +16.0% | +19.0% | -3.0% | +14.5% |
| 1Y | +49.9% | +22.9% | +27.0% | +47.6% |
| 3Y | +263.6% | +32.3% | +231.2% | +255.1% |
| 5Y | +233.6% | +151.6% | +82.0% | +217.9% |
| 10Y | +315.3% | +5.5% | +309.8% | +418.6% |
| All | +315.3% | +4.5% | +310.8% | +418.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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