+291.6%
GDX vs IGV
+363.9%
-72.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.8% | -3.3% |
| 7D | -5.4% | -5.4% | 0.0% | -4.0% |
| 30D | +6.6% | -2.6% | +9.2% | +7.2% |
| 3M | +30.1% | +10.5% | +19.6% | +26.4% |
| 6M | -7.1% | +18.2% | -25.3% | -11.6% |
| YTD | +12.0% | -4.2% | +16.2% | +12.4% |
| 1Y | +41.2% | -9.8% | +51.0% | +44.1% |
| 3Y | +251.0% | +39.1% | +211.9% | +216.1% |
| 5Y | +226.7% | +21.2% | +205.5% | +194.2% |
| All | +291.6% | +363.9% | -72.3% | +157.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IGV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling