+245.7%
GDX vs TROW
+12.7%
+233.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | -5.4% | -3.0% | -2.4% | -4.5% |
| 30D | +6.6% | -5.5% | +12.0% | +8.4% |
| 3M | +30.1% | +2.3% | +27.8% | +29.5% |
| 6M | -7.1% | +23.9% | -31.0% | -11.9% |
| YTD | +12.0% | +7.9% | +4.1% | +9.3% |
| 1Y | +41.2% | +6.1% | +35.1% | +38.2% |
| All | +245.7% | +12.7% | +233.1% | +220.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling