+59.7%
GDXJ vs RNG
+144.7%
-85.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.4% | -2.4% |
| 7D | +0.2% | +5.8% | -5.6% | +0.2% |
| 30D | +17.9% | +19.6% | -1.8% | +17.7% |
| 3M | +15.3% | +67.0% | -51.7% | +14.7% |
| 6M | -9.4% | +88.4% | -97.8% | -10.6% |
| YTD | +13.4% | +155.5% | -142.1% | +7.0% |
| 1Y | +59.7% | +141.7% | -82.0% | +53.9% |
| All | +59.7% | +144.7% | -85.1% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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