+211.5%
GDX vs TROW
+431.6%
-220.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | +4.0% | +0.4% | +3.5% | +3.9% |
| 30D | +9.5% | -4.0% | +13.5% | +10.5% |
| 3M | +25.1% | +5.0% | +20.1% | +23.8% |
| 6M | -2.9% | +24.3% | -27.2% | -7.2% |
| YTD | +14.7% | +9.8% | +5.0% | +12.4% |
| 1Y | +47.4% | +6.4% | +41.0% | +45.2% |
| 3Y | +259.7% | +15.8% | +243.9% | +244.1% |
| 5Y | +227.7% | -37.3% | +264.9% | +247.2% |
| 10Y | +289.0% | +130.6% | +158.3% | +197.6% |
| All | +211.5% | +431.6% | -220.1% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling