+4.0%
GDX vs ROK
+4.1%
0.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.7% |
| 7D | -4.6% | +6.1% | -10.6% | -7.2% |
| 30D | -6.2% | -6.5% | +0.3% | -4.3% |
| 3M | -10.0% | -10.2% | +0.2% | -6.1% |
| 6M | -15.8% | -10.6% | -5.1% | -12.9% |
| YTD | -4.6% | +4.9% | -9.5% | -10.7% |
| 1Y | +4.0% | +3.8% | +0.2% | -2.2% |
| All | +4.0% | +4.1% | 0.0% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling