+215.1%
GDXJ vs ROST
+317.9%
-102.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.3% | +0.6% |
| 7D | -2.8% | +0.2% | -3.0% | -2.9% |
| 30D | +5.0% | -6.9% | +11.8% | +6.2% |
| 3M | +24.1% | -3.3% | +27.4% | +24.6% |
| 6M | -7.4% | +9.0% | -16.4% | -9.0% |
| YTD | +10.2% | +28.9% | -18.6% | +5.1% |
| 1Y | +42.5% | +54.0% | -11.4% | +31.6% |
| 3Y | +285.7% | +100.7% | +185.0% | +238.2% |
| 5Y | +231.9% | +116.0% | +115.8% | +182.9% |
| All | +215.1% | +317.9% | -102.8% | +159.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling