+326.3%
GDX vs RUN
+68.6%
+257.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | -6.8% | -13.5% | +6.7% | -5.6% |
| 30D | -2.1% | +18.3% | -20.4% | -3.8% |
| 3M | -7.5% | -12.5% | +5.0% | -6.6% |
| 6M | -15.2% | -40.3% | +25.2% | -11.7% |
| YTD | -4.8% | -53.1% | +48.3% | -0.1% |
| 1Y | +6.7% | -54.3% | +61.0% | +12.1% |
| 3Y | +212.7% | -6.5% | +219.2% | +183.3% |
| 5Y | +151.7% | -85.3% | +236.9% | +156.2% |
| All | +326.3% | +68.6% | +257.7% | +245.1% |
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