+233.6%
GDX vs ROST
+108.0%
+125.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.8% | +1.4% |
| 7D | +1.9% | -2.2% | +4.1% | +2.3% |
| 30D | +9.9% | -11.4% | +21.4% | +12.3% |
| 3M | +28.2% | -1.6% | +29.8% | +28.4% |
| 6M | -2.9% | +6.8% | -9.7% | -4.3% |
| YTD | +16.0% | +25.8% | -9.8% | +10.9% |
| 1Y | +49.9% | +52.4% | -2.5% | +38.4% |
| 3Y | +263.6% | +94.4% | +169.2% | +218.7% |
| 5Y | +233.6% | +108.2% | +125.4% | +182.7% |
| All | +233.6% | +108.0% | +125.5% | +182.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling