+233.6%
GDX vs RUN
-80.3%
+313.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.6% | +1.5% |
| 7D | +1.9% | -1.8% | +3.7% | +2.0% |
| 30D | +9.9% | -10.8% | +20.8% | +11.0% |
| 3M | +28.2% | -30.2% | +58.4% | +31.7% |
| 6M | -2.9% | -22.3% | +19.4% | -1.2% |
| YTD | +16.0% | -52.2% | +68.1% | +21.4% |
| 1Y | +49.9% | -45.1% | +95.0% | +54.8% |
| 3Y | +263.6% | -37.1% | +300.7% | +243.5% |
| 5Y | +233.6% | -80.3% | +313.8% | +235.3% |
| All | +233.6% | -80.3% | +313.8% | +235.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling