+226.4%
GDX vs ROK
+64.8%
+161.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -2.0% |
| 7D | +0.7% | -8.5% | +9.2% | +2.6% |
| 30D | -3.8% | -6.4% | +2.7% | -2.6% |
| 3M | -5.4% | -8.8% | +3.4% | -3.6% |
| 6M | -12.7% | -10.5% | -2.2% | -10.8% |
| YTD | -0.7% | +5.4% | -6.1% | -2.0% |
| 1Y | +11.9% | +5.0% | +6.9% | +10.5% |
| All | +226.4% | +64.8% | +161.6% | +186.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling