+296.0%
GDX vs RSG
+428.9%
-133.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +1.0% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | +6.8% | +4.0% | +2.8% | +5.9% |
| 3M | +24.9% | +7.4% | +17.6% | +22.8% |
| 6M | -4.2% | +0.1% | -4.3% | -4.5% |
| YTD | +13.2% | +6.0% | +7.2% | +11.3% |
| 1Y | +40.2% | -3.0% | +43.2% | +40.7% |
| 3Y | +249.6% | +56.5% | +193.1% | +215.7% |
| 5Y | +230.4% | +90.9% | +139.5% | +185.6% |
| All | +296.0% | +428.9% | -133.0% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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