+296.0%
GDX vs TROW
+130.0%
+165.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | -2.2% | -3.2% | +1.0% | -1.6% |
| 30D | +6.8% | -4.6% | +11.4% | +7.7% |
| 3M | +24.9% | -0.7% | +25.6% | +25.1% |
| 6M | -4.2% | +22.2% | -26.4% | -7.1% |
| YTD | +13.2% | +6.6% | +6.6% | +11.9% |
| 1Y | +40.2% | +5.8% | +34.4% | +38.7% |
| 3Y | +249.6% | +11.6% | +238.0% | +240.0% |
| 5Y | +230.4% | -38.9% | +269.3% | +230.1% |
| All | +296.0% | +130.0% | +165.9% | +285.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 10y: compounded portfolio wealth divided by compounded TROW 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…
10y analysis · Full analysis span regression · 6 months rolling