+259.7%
GDX vs ROST
+97.9%
+161.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +4.0% | +0.2% | +3.7% | +3.9% |
| 30D | +9.5% | -10.0% | +19.5% | +11.6% |
| 3M | +25.1% | +1.2% | +23.9% | +24.6% |
| 6M | -2.9% | +8.9% | -11.9% | -4.8% |
| YTD | +14.7% | +28.1% | -13.3% | +9.2% |
| 1Y | +47.4% | +53.0% | -5.5% | +35.4% |
| 3Y | +259.7% | +97.9% | +161.8% | +214.3% |
| All | +259.7% | +97.9% | +161.8% | +214.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling