+79.5%
GDXJ vs RCAT
-99.5%
+179.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.5% |
| 7D | +0.2% | -1.4% | +1.6% | +0.2% |
| 30D | +17.9% | -3.3% | +21.2% | +17.9% |
| 3M | +15.3% | -43.2% | +58.5% | +15.4% |
| 6M | -9.4% | -43.2% | +33.7% | -9.4% |
| YTD | +13.4% | +5.5% | +7.9% | +13.4% |
| 1Y | +59.7% | -1.6% | +61.3% | +59.6% |
| 3Y | +283.6% | +773.7% | -490.1% | +282.5% |
| 5Y | +217.6% | +187.6% | +30.0% | +216.8% |
| 10Y | +225.7% | -98.5% | +324.1% | +227.4% |
| All | +79.5% | -99.5% | +179.1% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 all: compounded portfolio wealth divided by compounded RCAT 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…
all analysis · Full analysis span regression · 6 months rolling