+291.6%
GDX vs ROST
+308.3%
-16.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | -5.4% | -2.5% | -2.9% | -5.1% |
| 30D | +6.6% | -10.3% | +16.8% | +7.9% |
| 3M | +30.1% | -2.6% | +32.7% | +30.4% |
| 6M | -7.1% | +6.5% | -13.6% | -8.0% |
| YTD | +12.0% | +25.9% | -14.0% | +8.8% |
| 1Y | +41.2% | +52.3% | -11.1% | +34.2% |
| 3Y | +251.0% | +94.6% | +156.4% | +223.1% |
| 5Y | +226.7% | +111.1% | +115.6% | +195.0% |
| All | +291.6% | +308.3% | -16.7% | +239.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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