+228.4%
GDXJ vs RIO
+90.3%
+138.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.2% | -0.7% |
| 7D | -6.2% | -3.4% | -2.9% | -3.7% |
| 30D | +4.6% | +0.6% | +4.1% | +4.5% |
| 3M | +31.3% | +2.5% | +28.7% | +29.7% |
| 6M | -10.7% | +10.8% | -21.5% | -15.7% |
| YTD | +9.1% | +30.5% | -21.4% | -7.3% |
| 1Y | +44.1% | +68.1% | -24.0% | +4.0% |
| 3Y | +285.4% | +94.0% | +191.4% | +151.3% |
| 5Y | +228.4% | +92.0% | +136.4% | +114.8% |
| All | +228.4% | +90.3% | +138.1% | +114.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling