+243.4%
GDX vs RRC
+51.7%
+191.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.4% |
| 7D | +15.6% | -10.3% | +25.9% | +16.7% |
| 30D | +2.4% | +19.5% | -17.0% | +0.2% |
| 3M | +1.7% | +27.9% | -26.2% | -1.4% |
| 6M | -3.3% | +21.2% | -24.5% | -5.9% |
| YTD | +6.6% | +39.6% | -32.9% | +0.1% |
| 1Y | +27.0% | +31.3% | -4.3% | +20.6% |
| 3Y | +243.4% | +51.9% | +191.4% | +198.0% |
| All | +243.4% | +51.7% | +191.7% | +198.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling