+236.3%
GDXJ vs ROL
-6.0%
+242.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.7% |
| 7D | +0.9% | -3.3% | +4.2% | +1.9% |
| 30D | +8.8% | -7.2% | +16.0% | +11.0% |
| 3M | +29.8% | -27.0% | +56.8% | +41.4% |
| 6M | -5.8% | -39.5% | +33.7% | +8.7% |
| YTD | +13.6% | -41.8% | +55.4% | +32.8% |
| 1Y | +54.5% | -38.9% | +93.3% | +77.2% |
| 3Y | +301.4% | -0.4% | +301.8% | +295.6% |
| 5Y | +236.3% | -4.2% | +240.6% | +217.6% |
| All | +236.3% | -6.0% | +242.3% | +217.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling