+212.7%
GDX vs ROL
+5.9%
+206.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.9% |
| 7D | -6.8% | +3.0% | -9.8% | -7.4% |
| 30D | -2.1% | +19.8% | -21.9% | -6.3% |
| 3M | -7.5% | +7.9% | -15.4% | -9.1% |
| 6M | -15.2% | -25.6% | +10.5% | -6.6% |
| YTD | -4.8% | -34.1% | +29.3% | +9.5% |
| 1Y | +6.7% | -31.4% | +38.1% | +20.7% |
| 3Y | +212.7% | +4.7% | +208.1% | +181.8% |
| All | +212.7% | +5.9% | +206.9% | +181.8% |
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