+211.3%
GDX vs RSP
+60.0%
+151.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.5% |
| 7D | +13.6% | -1.0% | +14.7% | +14.7% |
| 30D | +2.5% | +2.6% | -0.1% | 0.0% |
| 3M | +4.4% | -0.8% | +5.2% | +5.3% |
| 6M | -5.2% | +6.3% | -11.5% | -9.8% |
| YTD | +2.1% | +14.1% | -12.0% | -7.4% |
| 1Y | +24.7% | +18.0% | +6.7% | +10.7% |
| 3Y | +211.3% | +61.0% | +150.3% | +88.4% |
| All | +211.3% | +60.0% | +151.2% | +88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling