+214.2%
GDX vs RRC
+85.7%
+128.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -0.4% | +1.3% | -1.7% | -0.7% |
| 30D | +18.6% | +10.1% | +8.5% | +16.4% |
| 3M | +14.9% | +4.0% | +10.9% | +13.8% |
| 6M | -6.3% | +1.6% | -7.8% | -7.3% |
| YTD | +15.7% | +19.7% | -4.0% | +10.8% |
| 1Y | +54.8% | +21.4% | +33.4% | +47.3% |
| 3Y | +253.4% | +29.7% | +223.8% | +226.2% |
| 5Y | +219.7% | +153.9% | +65.8% | +145.8% |
| 10Y | +300.2% | +10.8% | +289.4% | +243.7% |
| All | +214.2% | +85.7% | +128.5% | +20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling