+231.2%
GDXJ vs ROL
+221.5%
+9.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.2% |
| 7D | -8.1% | +3.0% | -11.1% | -8.7% |
| 30D | -5.5% | +19.8% | -25.2% | -9.5% |
| 3M | -14.6% | +7.9% | -22.5% | -16.4% |
| 6M | -23.2% | -25.6% | +2.4% | -17.8% |
| YTD | -13.0% | -34.1% | +21.2% | -3.8% |
| 1Y | +2.8% | -31.4% | +34.1% | +12.3% |
| 3Y | +221.5% | +4.7% | +216.8% | +214.7% |
| 5Y | +123.4% | +15.6% | +107.8% | +111.7% |
| All | +231.2% | +221.5% | +9.7% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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