+319.2%
GDX vs ROL
+209.5%
+109.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.3% |
| 7D | +11.5% | +2.9% | +8.6% | +10.9% |
| 30D | -3.1% | +20.1% | -23.3% | -6.4% |
| 3M | -4.4% | +3.2% | -7.6% | -5.1% |
| 6M | -8.6% | -28.0% | +19.5% | -3.0% |
| YTD | +0.8% | -35.3% | +36.1% | +9.2% |
| 1Y | +14.7% | -33.6% | +48.3% | +23.5% |
| 3Y | +228.8% | +3.8% | +225.0% | +226.4% |
| 5Y | +173.4% | +14.4% | +159.0% | +165.9% |
| 10Y | +319.2% | +213.1% | +106.2% | +239.7% |
| All | +319.2% | +209.5% | +109.7% | +239.7% |
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