+297.5%
GDXJ vs ROL
-1.5%
+299.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | +0.9% | -3.3% | +4.2% | +1.8% |
| 30D | +8.8% | -7.2% | +16.0% | +10.9% |
| 3M | +29.8% | -27.0% | +56.8% | +41.0% |
| 6M | -5.8% | -39.5% | +33.7% | +8.9% |
| YTD | +13.6% | -41.8% | +55.4% | +33.4% |
| 1Y | +54.5% | -38.9% | +93.3% | +77.9% |
| All | +297.5% | -1.5% | +299.0% | +303.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling