+326.3%
GDX vs RSP
+212.4%
+113.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -6.8% | +2.4% | -9.2% | -7.8% |
| 30D | -2.1% | +4.3% | -6.4% | -3.9% |
| 3M | -7.5% | -0.3% | -7.2% | -7.3% |
| 6M | -15.2% | +9.8% | -25.0% | -18.3% |
| YTD | -4.8% | +16.8% | -21.6% | -10.3% |
| 1Y | +6.7% | +19.5% | -12.8% | -0.3% |
| 3Y | +212.7% | +65.1% | +147.6% | +158.6% |
| 5Y | +151.7% | +48.7% | +102.9% | +113.1% |
| All | +326.3% | +212.4% | +113.9% | +211.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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