+41.2%
GDX vs ROL
-38.5%
+79.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.5% | -3.5% |
| 7D | -5.4% | -3.2% | -2.2% | -5.0% |
| 30D | +6.6% | -6.6% | +13.2% | +7.4% |
| 3M | +30.1% | -27.3% | +57.4% | +35.7% |
| 6M | -7.1% | -38.1% | +31.0% | +1.0% |
| YTD | +12.0% | -41.8% | +53.7% | +25.6% |
| 1Y | +41.2% | -37.8% | +79.0% | +57.7% |
| All | +41.2% | -38.5% | +79.7% | +57.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling