+173.8%
GDX vs ROP
+1,090.6%
-916.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.6% |
| 7D | +11.5% | +0.2% | +11.3% | +11.4% |
| 30D | -3.1% | +30.3% | -33.4% | -10.9% |
| 3M | -4.4% | +17.8% | -22.2% | -9.4% |
| 6M | -8.6% | +38.9% | -47.5% | -18.3% |
| YTD | +0.8% | +7.6% | -6.8% | -3.3% |
| 1Y | +14.7% | +6.5% | +8.2% | +10.4% |
| 3Y | +228.8% | -6.3% | +235.0% | +226.8% |
| 5Y | +173.4% | +0.9% | +172.4% | +162.7% |
| 10Y | +319.2% | +180.7% | +138.5% | +162.9% |
| All | +173.8% | +1,090.6% | -916.8% | -18.7% |
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