+211.8%
GDXJ vs ROP
+135.7%
+76.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | -6.2% | -8.0% | +1.8% | -4.4% |
| 30D | +4.6% | -2.7% | +7.4% | +5.3% |
| 3M | +31.3% | +16.6% | +14.7% | +25.9% |
| 6M | -10.7% | +10.4% | -21.0% | -13.5% |
| YTD | +9.1% | -12.1% | +21.2% | +12.0% |
| 1Y | +44.1% | -23.6% | +67.7% | +54.0% |
| 3Y | +285.4% | -19.3% | +304.7% | +303.3% |
| 5Y | +228.4% | -15.4% | +243.8% | +235.2% |
| All | +211.8% | +135.7% | +76.1% | +177.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling