+268.4%
GDXJ vs RNG
+305.9%
-37.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +0.9% | -4.1% | +5.0% | +1.3% |
| 30D | +8.8% | +8.6% | +0.2% | +7.9% |
| 3M | +29.8% | +78.0% | -48.1% | +22.5% |
| 6M | -5.8% | +67.0% | -72.9% | -11.2% |
| YTD | +13.6% | +142.4% | -128.8% | +2.4% |
| 1Y | +54.5% | +120.4% | -66.0% | +40.2% |
| 3Y | +301.4% | +122.1% | +179.3% | +257.2% |
| 5Y | +236.3% | -69.8% | +306.2% | +235.4% |
| 10Y | +240.1% | +223.4% | +16.7% | +223.2% |
| All | +268.4% | +305.9% | -37.5% | +258.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling