+215.1%
GDXJ vs RIO
+608.6%
-393.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.7% |
| 7D | -2.8% | -3.2% | +0.4% | -0.8% |
| 30D | +5.0% | +0.9% | +4.0% | +4.6% |
| 3M | +24.1% | -1.4% | +25.5% | +25.9% |
| 6M | -7.4% | +10.9% | -18.3% | -11.3% |
| YTD | +10.2% | +31.2% | -21.0% | -3.4% |
| 1Y | +42.5% | +67.9% | -25.4% | +9.8% |
| 3Y | +285.7% | +88.8% | +196.9% | +177.9% |
| 5Y | +231.9% | +93.1% | +138.7% | +132.5% |
| All | +215.1% | +608.6% | -393.6% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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