+185.4%
GDX vs ROP
+1.4%
+184.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +2.6% |
| 7D | +13.6% | +2.1% | +11.5% | +13.3% |
| 30D | +2.5% | +32.9% | -30.4% | -2.2% |
| 3M | +4.4% | +20.3% | -15.9% | +1.4% |
| 6M | -5.2% | +36.8% | -42.0% | -10.5% |
| YTD | +2.1% | +8.1% | -6.0% | +2.8% |
| 1Y | +24.7% | +8.3% | +16.4% | +25.4% |
| 3Y | +211.3% | -3.2% | +214.5% | +220.5% |
| All | +185.4% | +1.4% | +184.0% | +178.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling