+214.2%
GDX vs ROP
+919.4%
-705.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -1.1% |
| 7D | -0.4% | -4.4% | +4.0% | +1.0% |
| 30D | +18.6% | +3.2% | +15.4% | +17.6% |
| 3M | +14.9% | +23.1% | -8.2% | +7.2% |
| 6M | -6.3% | +13.3% | -19.6% | -10.8% |
| YTD | +15.7% | -7.9% | +23.6% | +16.9% |
| 1Y | +54.8% | -22.1% | +76.9% | +64.7% |
| 3Y | +253.4% | -16.8% | +270.2% | +265.3% |
| 5Y | +219.7% | -13.5% | +233.2% | +223.1% |
| 10Y | +300.2% | +137.7% | +162.5% | +165.3% |
| All | +214.2% | +919.4% | -705.2% | -1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling