+315.3%
GDX vs ROP
+132.1%
+183.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.3% |
| 7D | +1.9% | -6.1% | +8.0% | +2.9% |
| 30D | +9.9% | -3.4% | +13.3% | +10.5% |
| 3M | +28.2% | +16.7% | +11.5% | +24.8% |
| 6M | -2.9% | +8.1% | -11.0% | -4.5% |
| YTD | +16.0% | -11.7% | +27.7% | +18.2% |
| 1Y | +49.9% | -24.2% | +74.1% | +57.5% |
| 3Y | +263.6% | -19.0% | +282.5% | +276.0% |
| 5Y | +233.6% | -15.9% | +249.4% | +238.9% |
| 10Y | +315.3% | +135.7% | +179.6% | +265.0% |
| All | +315.3% | +132.1% | +183.2% | +265.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling