+296.0%
GDX vs RRX
+228.4%
+67.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +0.5% |
| 7D | -2.2% | -0.3% | -1.8% | -2.1% |
| 30D | +6.8% | -6.1% | +12.9% | +7.8% |
| 3M | +24.9% | -23.1% | +48.0% | +29.4% |
| 6M | -4.2% | -19.5% | +15.3% | -1.7% |
| YTD | +13.2% | +16.1% | -2.9% | +10.0% |
| 1Y | +40.2% | +12.9% | +27.3% | +36.4% |
| 3Y | +249.6% | +7.9% | +241.7% | +232.7% |
| 5Y | +230.4% | +19.1% | +211.3% | +202.9% |
| All | +296.0% | +228.4% | +67.6% | +245.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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