+327.3%
GDX vs RUN
+66.4%
+260.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.1% | +2.1% | -3.4% |
| 7D | -4.6% | -13.7% | +9.1% | -3.3% |
| 30D | -6.2% | +9.4% | -15.6% | -7.1% |
| 3M | -10.0% | -13.4% | +3.4% | -9.1% |
| 6M | -15.8% | -39.6% | +23.8% | -12.4% |
| YTD | -4.6% | -53.7% | +49.1% | +0.3% |
| 1Y | +4.0% | -56.2% | +60.2% | +9.7% |
| 3Y | +211.1% | -9.7% | +220.8% | +182.8% |
| 5Y | +152.3% | -85.5% | +237.7% | +157.1% |
| All | +327.3% | +66.4% | +260.9% | +246.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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