+159.0%
GDX vs ROK
+815.9%
-656.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.8% |
| 7D | -4.6% | +6.1% | -10.6% | -6.1% |
| 30D | -6.2% | -6.5% | +0.3% | -4.9% |
| 3M | -10.0% | -10.2% | +0.2% | -7.8% |
| 6M | -15.8% | -10.6% | -5.1% | -13.7% |
| YTD | -4.6% | +4.9% | -9.5% | -6.3% |
| 1Y | +4.0% | +3.8% | +0.2% | +2.5% |
| 3Y | +211.1% | +63.5% | +147.6% | +164.7% |
| 5Y | +152.3% | +30.9% | +121.3% | +122.9% |
| 10Y | +331.4% | +266.4% | +65.0% | +166.7% |
| All | +159.0% | +815.9% | -656.9% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling