+224.1%
GDX vs RSG
+89.9%
+134.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +22.6% |
| 6M | -4.2% | +0.1% | -4.3% | -4.2% |
| YTD | +13.2% | +6.0% | +7.2% | +11.2% |
| 1Y | +40.2% | -3.0% | +43.2% | +41.6% |
| 3Y | +249.6% | +56.5% | +193.1% | +208.5% |
| All | +224.1% | +89.9% | +134.2% | +177.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling