+291.6%
GDX vs ROK
+350.4%
-58.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.2% |
| 7D | -5.4% | -1.6% | -3.8% | -5.1% |
| 30D | +6.6% | -5.4% | +12.0% | +7.8% |
| 3M | +30.1% | -4.0% | +34.1% | +31.0% |
| 6M | -7.1% | +13.3% | -20.4% | -9.3% |
| YTD | +12.0% | +9.3% | +2.6% | +10.1% |
| 1Y | +41.2% | +25.8% | +15.4% | +35.6% |
| 3Y | +251.0% | +49.1% | +201.9% | +221.0% |
| 5Y | +226.7% | +45.9% | +180.9% | +193.9% |
| All | +291.6% | +350.4% | -58.8% | +205.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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