+280.0%
RTX vs GDXJ
+233.7%
+46.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.7% |
| 7D | -2.0% | -6.2% | +4.2% | -1.4% |
| 30D | -11.2% | +4.6% | -15.8% | -11.8% |
| 3M | +12.0% | +31.3% | -19.2% | +8.4% |
| 6M | -3.6% | -10.7% | +7.1% | -3.2% |
| YTD | +9.2% | +9.1% | +0.1% | +6.8% |
| 1Y | +29.7% | +44.1% | -14.4% | +22.6% |
| 3Y | +152.0% | +285.4% | -133.4% | +111.0% |
| 5Y | +165.8% | +228.4% | -62.6% | +123.2% |
| All | +280.0% | +233.7% | +46.3% | +217.1% |
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