+258.1%
GDX vs RRX
+3.6%
+254.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.5% |
| 7D | +1.9% | -0.7% | +2.6% | +2.0% |
| 30D | +9.9% | -8.0% | +17.9% | +11.4% |
| 3M | +28.2% | -25.1% | +53.3% | +33.3% |
| 6M | -2.9% | -18.3% | +15.4% | -0.7% |
| YTD | +16.0% | +14.2% | +1.8% | +14.3% |
| 1Y | +49.9% | +13.0% | +36.8% | +47.6% |
| All | +258.1% | +3.6% | +254.5% | +243.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling