-6.0%
GDXJ vs ROL
-37.5%
+31.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.5% |
| 7D | +0.2% | -1.4% | +1.6% | +0.2% |
| 30D | +17.9% | -4.1% | +21.9% | +18.0% |
| 3M | +15.3% | -22.5% | +37.8% | +15.8% |
| All | -6.0% | -37.5% | +31.5% | +10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling