+77.5%
GDXJ vs ROST
+2,219.7%
-2,142.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +4.3% | 0.0% | +4.3% | +4.3% |
| 30D | +8.4% | -10.2% | +18.6% | +10.3% |
| 3M | +25.5% | +1.0% | +24.5% | +25.1% |
| 6M | -6.3% | +8.7% | -15.1% | -7.8% |
| YTD | +12.1% | +27.8% | -15.7% | +7.3% |
| 1Y | +51.1% | +52.7% | -1.6% | +40.3% |
| 3Y | +296.1% | +97.5% | +198.6% | +250.8% |
| 5Y | +228.1% | +111.6% | +116.5% | +183.2% |
| 10Y | +211.8% | +302.2% | -90.4% | +140.0% |
| All | +77.5% | +2,219.7% | -2,142.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling