+6.7%
GDX vs ROST
+43.7%
-37.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.3% |
| 7D | -6.8% | +0.3% | -7.1% | -6.8% |
| 30D | -2.1% | +0.5% | -2.6% | -2.3% |
| 3M | -7.5% | -5.2% | -2.3% | -6.8% |
| 6M | -15.2% | +9.8% | -25.0% | -17.4% |
| YTD | -4.8% | +29.4% | -34.2% | -8.2% |
| 1Y | +6.7% | +44.4% | -37.6% | +1.3% |
| All | +6.7% | +43.7% | -37.0% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling