+228.4%
GDXJ vs ROST
+107.5%
+120.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -6.2% | -2.5% | -3.7% | -5.7% |
| 30D | +4.6% | -10.3% | +14.9% | +7.3% |
| 3M | +31.3% | -2.6% | +33.9% | +31.8% |
| 6M | -10.7% | +6.5% | -17.2% | -12.4% |
| YTD | +9.1% | +25.9% | -16.9% | +2.6% |
| 1Y | +44.1% | +52.3% | -8.2% | +29.2% |
| 3Y | +285.4% | +94.6% | +190.8% | +221.3% |
| 5Y | +228.4% | +111.1% | +117.3% | +163.7% |
| All | +228.4% | +107.5% | +120.9% | +163.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling