+215.1%
GDXJ vs ROK
+357.9%
-142.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.6% |
| 7D | -2.8% | -1.2% | -1.6% | -2.5% |
| 30D | +5.0% | -4.8% | +9.8% | +6.4% |
| 3M | +24.1% | -6.1% | +30.2% | +26.0% |
| 6M | -7.4% | +15.5% | -22.8% | -10.8% |
| YTD | +10.2% | +11.2% | -0.9% | +7.3% |
| 1Y | +42.5% | +23.8% | +18.7% | +35.3% |
| 3Y | +285.7% | +53.1% | +232.6% | +238.4% |
| 5Y | +231.9% | +48.3% | +183.6% | +186.0% |
| All | +215.1% | +357.9% | -142.8% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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