+221.5%
GDXJ vs ROP
-5.1%
+226.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -8.1% | +0.7% | -8.8% | -8.1% |
| 30D | -5.5% | +28.8% | -34.3% | -6.2% |
| 3M | -14.6% | +21.1% | -35.6% | -14.8% |
| 6M | -23.2% | +52.5% | -75.7% | -25.2% |
| YTD | -13.0% | +8.9% | -21.8% | -9.0% |
| 1Y | +2.8% | +8.2% | -5.5% | +7.6% |
| 3Y | +221.5% | -5.2% | +226.6% | +229.5% |
| All | +221.5% | -5.1% | +226.6% | +229.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling