+79.5%
GDXJ vs ROP
+741.2%
-661.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.1% | -1.3% |
| 7D | +0.2% | -4.4% | +4.6% | +1.7% |
| 30D | +17.9% | +3.2% | +14.6% | +16.7% |
| 3M | +15.3% | +23.1% | -7.7% | +6.9% |
| 6M | -9.4% | +13.3% | -22.8% | -14.2% |
| YTD | +13.4% | -7.9% | +21.3% | +14.9% |
| 1Y | +59.7% | -22.1% | +81.7% | +71.6% |
| 3Y | +283.6% | -16.8% | +300.4% | +299.3% |
| 5Y | +217.6% | -13.5% | +231.1% | +222.6% |
| 10Y | +225.7% | +137.7% | +88.0% | +106.1% |
| All | +79.5% | +741.2% | -661.6% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling