+263.6%
GDX vs ROL
+7.0%
+256.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -0.4% | -1.4% | +1.0% | 0.0% |
| 30D | +18.6% | -4.1% | +22.7% | +19.9% |
| 3M | +14.9% | -22.5% | +37.4% | +22.6% |
| 6M | -6.3% | -37.7% | +31.4% | +7.4% |
| YTD | +15.7% | -39.6% | +55.3% | +34.0% |
| 1Y | +54.8% | -36.0% | +90.9% | +75.2% |
| All | +263.6% | +7.0% | +256.5% | +265.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling