+42.5%
GDXJ vs RMBS
+11.7%
+30.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +8.5% |
| 3M | +24.1% | -39.8% | +63.9% | +37.2% |
| 6M | -7.4% | -6.0% | -1.3% | -8.0% |
| YTD | +10.2% | -5.4% | +15.6% | +8.9% |
| 1Y | +42.5% | -1.8% | +44.4% | +37.2% |
| All | +42.5% | +11.7% | +30.8% | +37.2% |
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