-5.8%
GDXJ vs RMBS
+2.3%
-8.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +1.1% |
| 7D | +0.9% | +3.5% | -2.5% | +0.1% |
| 30D | +8.8% | -8.6% | +17.4% | +11.2% |
| 3M | +29.8% | -40.3% | +70.2% | +46.1% |
| 6M | -5.8% | -1.0% | -4.8% | -12.8% |
| All | -5.8% | +2.3% | -8.1% | -12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling