+37.8%
GDXJ vs RCAT
-99.8%
+137.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.6% |
| 7D | -8.1% | -5.9% | -2.2% | -8.1% |
| 30D | -5.5% | -19.7% | +14.2% | -5.4% |
| 3M | -14.6% | -62.9% | +48.3% | -14.4% |
| 6M | -23.2% | -59.6% | +36.4% | -23.1% |
| YTD | -13.0% | -52.1% | +39.1% | -12.9% |
| 1Y | +2.8% | -50.9% | +53.7% | +2.9% |
| 3Y | +221.5% | +333.8% | -112.3% | +221.0% |
| 5Y | +123.4% | +40.7% | +82.6% | +123.1% |
| 10Y | +238.2% | -99.8% | +337.9% | +239.8% |
| All | +37.8% | -99.8% | +137.6% | +49.1% |
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