+79.8%
GDXJ vs ROK
+1,261.5%
-1,181.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.6% |
| 7D | +0.9% | +0.2% | +0.8% | +0.9% |
| 30D | +8.8% | -1.8% | +10.6% | +9.5% |
| 3M | +29.8% | -7.2% | +37.0% | +32.7% |
| 6M | -5.8% | +14.2% | -20.0% | -9.5% |
| YTD | +13.6% | +10.6% | +3.0% | +10.3% |
| 1Y | +54.5% | +25.9% | +28.6% | +44.5% |
| 3Y | +301.4% | +50.8% | +250.6% | +245.0% |
| 5Y | +236.3% | +47.0% | +189.3% | +184.3% |
| 10Y | +240.1% | +354.9% | -114.8% | +87.1% |
| All | +79.8% | +1,261.5% | -1,181.6% | -45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling