+233.2%
GDXJ vs RL
+342.1%
-108.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.9% | -4.6% |
| 7D | -4.9% | +2.4% | -7.3% | -5.2% |
| 30D | -10.0% | +4.6% | -14.5% | -10.5% |
| 3M | -16.6% | -1.1% | -15.5% | -16.6% |
| 6M | -23.3% | +16.5% | -39.8% | -24.9% |
| YTD | -12.4% | +11.4% | -23.9% | -13.9% |
| 1Y | +0.5% | +16.1% | -15.6% | -1.7% |
| 3Y | +220.5% | +252.6% | -32.1% | +175.1% |
| 5Y | +124.7% | +244.9% | -120.2% | +89.7% |
| All | +233.2% | +342.1% | -108.9% | +224.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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