+327.3%
GDX vs RTX
+261.8%
+65.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.7% |
| 7D | -4.6% | +3.4% | -7.9% | -5.1% |
| 30D | -6.2% | +8.4% | -14.6% | -7.7% |
| 3M | -10.0% | -10.7% | +0.6% | -8.4% |
| 6M | -15.8% | +11.7% | -27.5% | -17.8% |
| YTD | -4.6% | +9.3% | -13.9% | -6.6% |
| 1Y | +4.0% | +13.3% | -9.3% | +1.3% |
| 3Y | +211.1% | +156.1% | +55.0% | +162.6% |
| 5Y | +152.3% | +148.5% | +3.7% | +113.1% |
| All | +327.3% | +261.8% | +65.5% | +213.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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