+233.6%
GDX vs ROK
+45.0%
+188.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +1.9% | +0.2% | +1.7% | +1.8% |
| 30D | +9.9% | -1.8% | +11.7% | +10.4% |
| 3M | +28.2% | -7.2% | +35.4% | +30.4% |
| 6M | -2.9% | +14.2% | -17.1% | -5.9% |
| YTD | +16.0% | +10.6% | +5.4% | +13.4% |
| 1Y | +49.9% | +25.9% | +24.0% | +43.1% |
| 3Y | +263.6% | +50.8% | +212.8% | +227.4% |
| 5Y | +233.6% | +47.0% | +186.5% | +179.5% |
| All | +233.6% | +45.0% | +188.5% | +179.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling