+231.2%
GDXJ vs RRC
+73.1%
+158.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -8.1% | +6.4% | -14.5% | -8.6% |
| 30D | -5.5% | +23.9% | -29.3% | -7.5% |
| 3M | -14.6% | +30.2% | -44.7% | -16.8% |
| 6M | -23.2% | +26.3% | -49.5% | -25.1% |
| YTD | -13.0% | +48.1% | -61.1% | -16.7% |
| 1Y | +2.8% | +37.7% | -34.9% | -1.0% |
| 3Y | +221.5% | +60.3% | +161.2% | +203.4% |
| 5Y | +123.4% | +135.3% | -11.9% | +102.6% |
| All | +231.2% | +73.1% | +158.1% | +224.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling