+327.3%
GDX vs ROK
+265.6%
+61.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | -4.6% | +6.1% | -10.6% | -5.8% |
| 30D | -6.2% | -6.5% | +0.3% | -5.2% |
| 3M | -10.0% | -10.2% | +0.2% | -8.3% |
| 6M | -15.8% | -10.6% | -5.1% | -14.1% |
| YTD | -4.6% | +4.9% | -9.5% | -5.7% |
| 1Y | +4.0% | +3.8% | +0.2% | +3.0% |
| 3Y | +211.1% | +63.5% | +147.6% | +178.8% |
| 5Y | +152.3% | +30.9% | +121.3% | +130.4% |
| All | +327.3% | +265.6% | +61.8% | +258.2% |
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