+4.0%
GDX vs RUN
-57.8%
+61.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.1% | +2.1% | -2.6% |
| 7D | -4.6% | -13.7% | +9.1% | -1.5% |
| 30D | -6.2% | +9.4% | -15.6% | -8.4% |
| 3M | -10.0% | -13.4% | +3.4% | -8.0% |
| 6M | -15.8% | -39.6% | +23.8% | -8.2% |
| YTD | -4.6% | -53.7% | +49.1% | +4.3% |
| 1Y | +4.0% | -56.2% | +60.2% | +16.2% |
| All | +4.0% | -57.8% | +61.8% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling