+150.7%
GDX vs ROST
+109.2%
+41.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.2% |
| 7D | -6.8% | +0.3% | -7.1% | -6.8% |
| 30D | -2.1% | +0.5% | -2.6% | -2.2% |
| 3M | -7.5% | -5.2% | -2.3% | -6.7% |
| 6M | -15.2% | +9.8% | -25.0% | -17.0% |
| YTD | -4.8% | +29.4% | -34.2% | -9.7% |
| 1Y | +6.7% | +44.4% | -37.6% | -0.9% |
| 3Y | +212.7% | +95.0% | +117.7% | +171.9% |
| All | +150.7% | +109.2% | +41.5% | +114.1% |
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