+79.8%
GDXJ vs RMBS
+382.7%
-302.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +1.2% |
| 7D | +0.9% | +3.5% | -2.5% | +0.4% |
| 30D | +8.8% | -8.6% | +17.4% | +10.3% |
| 3M | +29.8% | -40.3% | +70.2% | +39.8% |
| 6M | -5.8% | -1.0% | -4.8% | -7.2% |
| YTD | +13.6% | -4.6% | +18.2% | +11.9% |
| 1Y | +54.5% | +17.6% | +36.9% | +46.1% |
| 3Y | +301.4% | +58.6% | +242.7% | +246.4% |
| 5Y | +236.3% | +270.9% | -34.6% | +150.8% |
| 10Y | +240.1% | +569.1% | -329.0% | +129.1% |
| All | +79.8% | +382.7% | -302.8% | +22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling