+189.5%
GDX vs ROL
+1,952.6%
-1,763.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.1% | +2.3% | +4.0% |
| 7D | +15.6% | +7.5% | +8.0% | +13.8% |
| 30D | +2.4% | +21.1% | -18.7% | -1.8% |
| 3M | +1.7% | +3.1% | -1.4% | +0.7% |
| 6M | -3.3% | -27.4% | +24.1% | +2.9% |
| YTD | +6.6% | -34.7% | +41.4% | +16.1% |
| 1Y | +27.0% | -32.9% | +59.9% | +37.3% |
| 3Y | +243.4% | +6.1% | +237.2% | +235.4% |
| 5Y | +194.2% | +16.3% | +177.9% | +179.5% |
| 10Y | +310.1% | +214.9% | +95.3% | +203.0% |
| All | +189.5% | +1,952.6% | -1,763.1% | +13.0% |
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