+226.4%
GDX vs RUN
-2.6%
+229.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.1% | -5.6% | -1.9% |
| 7D | +0.7% | +3.2% | -2.5% | +0.3% |
| 30D | -3.8% | +19.5% | -23.2% | -5.6% |
| 3M | -5.4% | -9.6% | +4.1% | -4.9% |
| 6M | -12.7% | -37.3% | +24.6% | -9.6% |
| YTD | -0.7% | -50.7% | +50.1% | +3.5% |
| 1Y | +11.9% | -54.1% | +66.0% | +17.0% |
| All | +226.4% | -2.6% | +229.0% | +180.1% |
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 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