+150.7%
GDX vs TROW
-37.1%
+187.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -6.8% | +0.5% | -7.3% | -6.9% |
| 30D | -2.1% | +9.3% | -11.5% | -4.6% |
| 3M | -7.5% | -0.9% | -6.6% | -7.2% |
| 6M | -15.2% | +8.3% | -23.5% | -16.9% |
| YTD | -4.8% | +10.6% | -15.5% | -7.7% |
| 1Y | +6.7% | +10.5% | -3.8% | +3.6% |
| 3Y | +212.7% | +36.5% | +176.2% | +181.3% |
| All | +150.7% | -37.1% | +187.9% | +143.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling