+296.1%
GDXJ vs RBA
+29.1%
+267.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.6% |
| 7D | +4.3% | -1.1% | +5.4% | +4.6% |
| 30D | +8.4% | -13.2% | +21.6% | +12.6% |
| 3M | +25.5% | -21.4% | +46.9% | +32.1% |
| 6M | -6.3% | -20.9% | +14.5% | -1.8% |
| YTD | +12.1% | -19.9% | +31.9% | +17.2% |
| 1Y | +51.1% | -28.7% | +79.7% | +63.5% |
| 3Y | +296.1% | +27.4% | +268.7% | +249.6% |
| All | +296.1% | +29.1% | +267.0% | +249.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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