+214.2%
GDX vs ROL
+1,800.0%
-1,585.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -0.4% | -1.4% | +1.0% | -0.1% |
| 30D | +18.6% | -4.1% | +22.7% | +19.6% |
| 3M | +14.9% | -22.5% | +37.4% | +20.9% |
| 6M | -6.3% | -37.7% | +31.4% | +3.4% |
| YTD | +15.7% | -39.6% | +55.3% | +28.4% |
| 1Y | +54.8% | -36.0% | +90.9% | +69.3% |
| 3Y | +253.4% | -5.1% | +258.6% | +253.9% |
| 5Y | +219.7% | -3.4% | +223.0% | +215.5% |
| 10Y | +300.2% | +215.2% | +85.0% | +195.7% |
| All | +214.2% | +1,800.0% | -1,585.9% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling