+215.1%
GDXJ vs RMBS
+566.4%
-351.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.6% |
| 7D | -2.8% | +1.8% | -4.6% | -3.2% |
| 30D | +5.0% | -13.9% | +18.9% | +8.3% |
| 3M | +24.1% | -39.8% | +63.9% | +36.8% |
| 6M | -7.4% | -6.0% | -1.3% | -8.5% |
| YTD | +10.2% | -5.4% | +15.6% | +7.6% |
| 1Y | +42.5% | -1.8% | +44.4% | +36.2% |
| 3Y | +285.7% | +53.7% | +232.1% | +208.1% |
| 5Y | +231.9% | +268.5% | -36.7% | +96.9% |
| All | +215.1% | +566.4% | -351.3% | +50.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling