+79.5%
GDXJ vs ROL
+1,143.1%
-1,063.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +0.2% | -1.4% | +1.6% | +0.5% |
| 30D | +17.9% | -4.1% | +21.9% | +19.1% |
| 3M | +15.3% | -22.5% | +37.8% | +23.0% |
| 6M | -9.4% | -37.7% | +28.2% | +2.7% |
| YTD | +13.4% | -39.6% | +53.0% | +29.7% |
| 1Y | +59.7% | -36.0% | +95.7% | +79.1% |
| 3Y | +283.6% | -5.1% | +288.7% | +282.9% |
| 5Y | +217.6% | -3.4% | +221.0% | +211.2% |
| 10Y | +225.7% | +215.2% | +10.4% | +117.5% |
| All | +79.5% | +1,143.1% | -1,063.5% | -39.8% |
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