+285.7%
GDXJ vs ROP
-19.1%
+304.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -2.8% | -4.6% | +1.8% | -2.5% |
| 30D | +5.0% | -1.7% | +6.7% | +5.2% |
| 3M | +24.1% | +17.1% | +7.0% | +22.4% |
| 6M | -7.4% | +10.9% | -18.2% | -8.0% |
| YTD | +10.2% | -12.1% | +22.3% | +15.6% |
| 1Y | +42.5% | -24.2% | +66.8% | +56.8% |
| 3Y | +285.7% | -20.4% | +306.1% | +312.6% |
| All | +285.7% | -19.1% | +304.9% | +312.6% |
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