+259.7%
GDX vs RUN
-35.6%
+295.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.6% | -1.2% |
| 7D | +4.0% | +10.2% | -6.2% | +3.0% |
| 30D | +9.5% | -9.6% | +19.1% | +10.4% |
| 3M | +25.1% | -31.5% | +56.6% | +28.8% |
| 6M | -2.9% | -18.7% | +15.8% | -1.5% |
| YTD | +14.7% | -49.9% | +64.6% | +19.6% |
| 1Y | +47.4% | -45.5% | +92.9% | +52.3% |
| 3Y | +259.7% | -34.1% | +293.8% | +242.6% |
| All | +259.7% | -35.6% | +295.3% | +242.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling