+215.1%
GDXJ vs RMD
+274.3%
-59.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -2.8% | -4.4% | +1.6% | -1.6% |
| 30D | +5.0% | -3.1% | +8.1% | +5.9% |
| 3M | +24.1% | +13.8% | +10.3% | +19.0% |
| 6M | -7.4% | -8.6% | +1.2% | -5.4% |
| YTD | +10.2% | -8.6% | +18.9% | +12.5% |
| 1Y | +42.5% | -19.7% | +62.2% | +50.8% |
| 3Y | +285.7% | +48.4% | +237.3% | +229.4% |
| 5Y | +231.9% | -22.7% | +254.6% | +239.3% |
| All | +215.1% | +274.3% | -59.2% | +158.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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