+243.4%
GDX vs RTX
+149.1%
+94.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.6% | +0.8% | +3.5% |
| 7D | +15.6% | -3.2% | +18.7% | +16.4% |
| 30D | +2.4% | +5.6% | -3.1% | +0.7% |
| 3M | +1.7% | -11.7% | +13.4% | +4.9% |
| 6M | -3.3% | +12.3% | -15.6% | -7.5% |
| YTD | +6.6% | +8.2% | -1.6% | +3.0% |
| 1Y | +27.0% | +12.6% | +14.4% | +21.5% |
| 3Y | +243.4% | +152.8% | +90.5% | +134.8% |
| All | +243.4% | +149.1% | +94.3% | +134.8% |
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