+310.1%
GDX vs ROP
+189.6%
+120.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.5% |
| 7D | +15.6% | -1.6% | +17.2% | +15.8% |
| 30D | +2.4% | +29.5% | -27.1% | -1.3% |
| 3M | +1.7% | +17.5% | -15.8% | -0.6% |
| 6M | -3.3% | +38.1% | -41.4% | -8.1% |
| YTD | +6.6% | +7.0% | -0.3% | +5.7% |
| 1Y | +27.0% | +6.5% | +20.5% | +25.9% |
| 3Y | +243.4% | -5.5% | +248.9% | +247.6% |
| 5Y | +194.2% | -0.4% | +194.6% | +191.4% |
| 10Y | +310.1% | +183.6% | +126.6% | +345.8% |
| All | +310.1% | +189.6% | +120.5% | +345.8% |
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