+242.0%
GDXJ vs RIG
+56.9%
+185.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | +0.9% | -8.2% | +9.1% | +2.4% |
| 30D | +8.8% | -0.2% | +9.0% | +8.8% |
| 3M | +29.8% | -2.7% | +32.6% | +30.0% |
| 6M | -5.8% | -7.5% | +1.6% | -5.7% |
| YTD | +13.6% | +38.3% | -24.7% | +5.9% |
| 1Y | +54.5% | +81.8% | -27.4% | +36.5% |
| 3Y | +301.4% | -30.2% | +331.6% | +307.2% |
| All | +242.0% | +56.9% | +185.1% | +180.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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