+254.3%
GDX vs RTX
+163.2%
+91.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | +4.0% | -3.1% | +7.0% | +4.8% |
| 30D | +9.5% | -10.6% | +20.0% | +12.6% |
| 3M | +25.1% | +11.6% | +13.4% | +20.5% |
| 6M | -2.9% | -4.5% | +1.6% | -3.0% |
| YTD | +14.7% | +9.6% | +5.2% | +11.1% |
| 1Y | +47.4% | +30.8% | +16.6% | +36.8% |
| All | +254.3% | +163.2% | +91.1% | +174.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling