+77.5%
GDXJ vs ROST
+2,224.2%
-2,146.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | +4.3% | +0.2% | +4.1% | +4.3% |
| 30D | +8.4% | -10.0% | +18.4% | +10.3% |
| 3M | +25.5% | +1.2% | +24.3% | +25.1% |
| 6M | -6.3% | +8.9% | -15.3% | -7.9% |
| YTD | +12.1% | +28.1% | -16.0% | +7.3% |
| 1Y | +51.1% | +53.0% | -1.9% | +40.3% |
| 3Y | +296.1% | +97.9% | +198.2% | +250.7% |
| 5Y | +228.1% | +112.0% | +116.1% | +183.1% |
| 10Y | +211.8% | +303.0% | -91.2% | +140.0% |
| All | +77.5% | +2,224.2% | -2,146.7% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ROST 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling