+21.8%
GDXJ vs RMBS
-18.2%
+40.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -6.0% | +15.6% | +11.1% |
| 7D | -0.2% | -8.9% | +8.8% | +2.0% |
| 30D | -7.6% | -24.8% | +17.2% | -1.1% |
| 3M | +2.3% | -17.6% | +19.8% | +6.4% |
| 6M | -7.8% | -25.7% | +17.8% | -2.5% |
| YTD | -8.4% | -9.8% | +1.4% | -10.0% |
| 1Y | +21.8% | -17.4% | +39.2% | +21.2% |
| All | +21.8% | -18.2% | +40.0% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling