+79.8%
GDXJ vs RIO
+434.3%
-354.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +0.9% | +1.0% | 0.0% | +0.4% |
| 30D | +8.8% | +4.0% | +4.8% | +6.6% |
| 3M | +29.8% | +4.5% | +25.3% | +27.5% |
| 6M | -5.8% | +17.3% | -23.2% | -12.5% |
| YTD | +13.6% | +36.2% | -22.6% | -2.3% |
| 1Y | +54.5% | +76.1% | -21.7% | +16.0% |
| 3Y | +301.4% | +102.5% | +198.9% | +178.1% |
| 5Y | +236.3% | +103.5% | +132.8% | +128.7% |
| 10Y | +240.1% | +619.2% | -379.1% | +9.5% |
| All | +79.8% | +434.3% | -354.5% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling