+296.0%
GDX vs RUN
+42.2%
+253.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | -2.2% | -3.7% | +1.5% | -1.9% |
| 30D | +6.8% | -13.0% | +19.8% | +8.1% |
| 3M | +24.9% | -31.8% | +56.7% | +28.7% |
| 6M | -4.2% | -32.2% | +28.0% | -1.3% |
| YTD | +13.2% | -53.5% | +66.7% | +19.1% |
| 1Y | +40.2% | -46.5% | +86.7% | +45.2% |
| 3Y | +249.6% | -37.6% | +287.2% | +227.5% |
| 5Y | +230.4% | -80.9% | +311.2% | +227.6% |
| All | +296.0% | +42.2% | +253.8% | +226.5% |
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