+231.2%
GDXJ vs RCL
+340.1%
-108.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -8.1% | -1.2% | -6.9% | -7.9% |
| 30D | -5.5% | +17.8% | -23.3% | -7.7% |
| 3M | -14.6% | +4.9% | -19.5% | -15.2% |
| 6M | -23.2% | +23.7% | -46.9% | -25.7% |
| YTD | -13.0% | +17.8% | -30.8% | -15.7% |
| 1Y | +2.8% | +28.9% | -26.2% | -1.7% |
| 3Y | +221.5% | +241.9% | -20.4% | +162.1% |
| 5Y | +123.4% | +295.4% | -172.0% | +71.0% |
| All | +231.2% | +340.1% | -108.9% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling