+315.3%
GDX vs ROL
+205.3%
+110.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | +1.9% | -3.3% | +5.2% | +2.5% |
| 30D | +9.9% | -7.2% | +17.1% | +11.4% |
| 3M | +28.2% | -27.0% | +55.2% | +35.6% |
| 6M | -2.9% | -39.5% | +36.6% | +6.5% |
| YTD | +16.0% | -41.8% | +57.8% | +28.2% |
| 1Y | +49.9% | -38.9% | +88.7% | +63.8% |
| 3Y | +263.6% | -0.4% | +263.9% | +264.4% |
| 5Y | +233.6% | -4.2% | +237.8% | +233.5% |
| 10Y | +315.3% | +208.2% | +107.1% | +272.5% |
| All | +315.3% | +205.3% | +110.0% | +272.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ROL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling