+220.4%
GDXJ vs ROK
+47.1%
+173.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.5% |
| 7D | -2.8% | -1.2% | -1.6% | -2.4% |
| 30D | +5.0% | -4.8% | +9.8% | +6.6% |
| 3M | +24.1% | -6.1% | +30.2% | +26.2% |
| 6M | -7.4% | +15.5% | -22.8% | -11.1% |
| YTD | +10.2% | +11.2% | -0.9% | +7.1% |
| 1Y | +42.5% | +23.8% | +18.7% | +35.0% |
| 3Y | +285.7% | +53.1% | +232.6% | +235.9% |
| All | +220.4% | +47.1% | +173.3% | +156.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling