+169.7%
GDX vs RRC
+129.8%
+39.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.7% |
| 7D | +0.7% | -0.5% | +1.2% | +0.7% |
| 30D | -3.8% | +25.2% | -29.0% | -8.2% |
| 3M | -5.4% | +27.8% | -33.3% | -10.2% |
| 6M | -12.7% | +27.2% | -39.9% | -17.3% |
| YTD | -0.7% | +48.2% | -48.8% | -9.2% |
| 1Y | +11.9% | +34.7% | -22.8% | +4.1% |
| 3Y | +223.9% | +62.2% | +161.7% | +185.6% |
| 5Y | +163.2% | +130.9% | +32.3% | +106.7% |
| 10Y | +349.2% | +73.4% | +275.7% | +239.7% |
| All | +169.7% | +129.8% | +39.9% | -1.1% |
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