+259.7%
GDX vs ROK
+48.7%
+211.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | +4.0% | +2.8% | +1.2% | +3.2% |
| 30D | +9.5% | -2.4% | +11.9% | +10.2% |
| 3M | +25.1% | -4.7% | +29.8% | +26.3% |
| 6M | -2.9% | +16.8% | -19.7% | -6.1% |
| YTD | +14.7% | +11.4% | +3.4% | +12.3% |
| 1Y | +47.4% | +26.2% | +21.2% | +42.0% |
| 3Y | +259.7% | +51.9% | +207.8% | +220.5% |
| All | +259.7% | +48.7% | +211.0% | +220.5% |
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