+37.8%
GDXJ vs ROL
+1,254.8%
-1,217.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.3% |
| 7D | -8.1% | +3.0% | -11.1% | -8.8% |
| 30D | -5.5% | +19.8% | -25.2% | -10.1% |
| 3M | -14.6% | +7.9% | -22.5% | -16.7% |
| 6M | -23.2% | -25.6% | +2.4% | -17.4% |
| YTD | -13.0% | -34.1% | +21.2% | -3.1% |
| 1Y | +2.8% | -31.4% | +34.1% | +13.0% |
| 3Y | +221.5% | +4.7% | +216.8% | +212.2% |
| 5Y | +123.4% | +15.6% | +107.8% | +108.7% |
| 10Y | +238.2% | +220.6% | +17.5% | +125.0% |
| All | +37.8% | +1,254.8% | -1,217.0% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling