-5.2%
GDX vs ROL
-29.5%
+24.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.2% | +2.0% |
| 7D | +13.6% | +9.5% | +4.1% | +15.0% |
| 30D | +2.5% | +22.9% | -20.4% | +5.3% |
| 3M | +4.4% | +3.5% | +0.8% | +5.3% |
| 6M | -5.2% | -29.4% | +24.2% | -11.6% |
| All | -5.2% | -29.5% | +24.2% | -11.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling