+215.1%
GDXJ vs RRC
+4.9%
+210.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.2% |
| 7D | -2.8% | -1.8% | -1.0% | -2.6% |
| 30D | +5.0% | +2.7% | +2.3% | +4.7% |
| 3M | +24.1% | +8.8% | +15.2% | +22.9% |
| 6M | -7.4% | -1.2% | -6.2% | -7.6% |
| YTD | +10.2% | +17.6% | -7.3% | +7.9% |
| 1Y | +42.5% | +18.4% | +24.1% | +39.3% |
| 3Y | +285.7% | +33.1% | +252.6% | +270.3% |
| 5Y | +231.9% | +148.2% | +83.7% | +201.4% |
| All | +215.1% | +4.9% | +210.2% | +276.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded RRC 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling