+24.8%
GDX vs ROP
+10.4%
+14.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.9% | +5.1% | +9.8% |
| 7D | +0.8% | +11.7% | -10.9% | +3.3% |
| 30D | -3.2% | +35.5% | -38.7% | +3.3% |
| 3M | +8.6% | +25.6% | -17.1% | +14.5% |
| 6M | -1.2% | +39.3% | -40.5% | +8.0% |
| YTD | -1.4% | +11.6% | -13.0% | +8.9% |
| 1Y | +24.8% | +10.6% | +14.2% | +38.4% |
| All | +24.8% | +10.4% | +14.4% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling