+214.2%
GDX vs ROST
+4,022.5%
-3,808.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -0.4% | +0.9% | -1.3% | -0.5% |
| 30D | +18.6% | -8.9% | +27.5% | +20.3% |
| 3M | +14.9% | -0.8% | +15.7% | +14.9% |
| 6M | -6.3% | +8.5% | -14.7% | -7.7% |
| YTD | +15.7% | +28.6% | -12.9% | +10.9% |
| 1Y | +54.8% | +52.3% | +2.5% | +44.4% |
| 3Y | +253.4% | +94.8% | +158.6% | +215.0% |
| 5Y | +219.7% | +110.8% | +108.9% | +177.1% |
| 10Y | +300.2% | +304.5% | -4.3% | +193.3% |
| All | +214.2% | +4,022.5% | -3,808.4% | +16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling