+177.3%
GDX vs ROL
+1,910.8%
-1,733.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.2% | +2.6% |
| 7D | +13.6% | +9.5% | +4.1% | +11.5% |
| 30D | +2.5% | +22.9% | -20.4% | -2.1% |
| 3M | +4.4% | +3.5% | +0.8% | +3.3% |
| 6M | -5.2% | -29.4% | +24.2% | +1.4% |
| YTD | +2.1% | -36.1% | +38.2% | +11.6% |
| 1Y | +24.7% | -34.4% | +59.1% | +35.5% |
| 3Y | +211.3% | +4.0% | +207.3% | +205.3% |
| 5Y | +186.7% | +13.2% | +173.4% | +173.8% |
| 10Y | +285.3% | +219.7% | +65.6% | +183.5% |
| All | +177.3% | +1,910.8% | -1,733.5% | +8.6% |
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 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