+54.2%
RGTI vs GDXJ
+167.9%
-113.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.2% |
| 7D | +0.5% | -2.8% | +3.3% | +1.7% |
| 30D | -17.1% | +5.0% | -22.1% | -19.5% |
| 3M | -26.0% | +24.1% | -50.1% | -33.8% |
| 6M | -9.9% | -7.4% | -2.5% | -7.8% |
| YTD | -31.1% | +10.2% | -41.3% | -34.2% |
| 1Y | -8.5% | +42.5% | -51.0% | -21.7% |
| 3Y | +652.2% | +285.7% | +366.5% | +321.9% |
| 5Y | +56.8% | +231.9% | -175.1% | -12.3% |
| All | +54.2% | +167.9% | -113.6% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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