+215.1%
GDXJ vs RNG
+222.9%
-7.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | -2.8% | -6.1% | +3.3% | -2.2% |
| 30D | +5.0% | +9.6% | -4.7% | +3.9% |
| 3M | +24.1% | +83.3% | -59.3% | +15.8% |
| 6M | -7.4% | +77.9% | -85.3% | -14.0% |
| YTD | +10.2% | +139.9% | -129.7% | -2.1% |
| 1Y | +42.5% | +121.7% | -79.1% | +27.5% |
| 3Y | +285.7% | +121.9% | +163.8% | +237.2% |
| 5Y | +231.9% | -68.4% | +300.2% | +233.7% |
| All | +215.1% | +222.9% | -7.8% | +234.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling