+310.9%
GDX vs ROL
+208.9%
+102.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | -0.4% |
| 7D | +4.0% | -3.4% | +7.4% | +4.6% |
| 30D | +9.5% | -6.9% | +16.4% | +10.9% |
| 3M | +25.1% | -24.6% | +49.7% | +31.5% |
| 6M | -2.9% | -39.5% | +36.6% | +6.5% |
| YTD | +14.7% | -41.1% | +55.8% | +26.5% |
| 1Y | +47.4% | -37.9% | +85.4% | +60.6% |
| 3Y | +259.7% | +0.8% | +258.9% | +259.8% |
| 5Y | +227.7% | -4.7% | +232.3% | +227.5% |
| All | +310.9% | +208.9% | +102.0% | +267.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling