+576.0%
RKLB vs GDX
+217.6%
+358.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.9% |
| 7D | +5.3% | +4.0% | +1.4% | +3.5% |
| 30D | -20.5% | +9.5% | -30.0% | -24.1% |
| 3M | -42.0% | +25.1% | -67.1% | -47.8% |
| 6M | -6.0% | -2.9% | -3.1% | -5.8% |
| YTD | -5.6% | +14.7% | -20.3% | -11.1% |
| 1Y | +38.0% | +47.4% | -9.4% | +19.5% |
| 3Y | +962.4% | +259.7% | +702.7% | +566.7% |
| 5Y | +336.5% | +227.7% | +108.9% | +165.9% |
| All | +576.0% | +217.6% | +358.4% | +313.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GDX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling