+259.7%
GDX vs IGV
+40.9%
+218.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +1.0% | -0.3% |
| 7D | +4.0% | -3.3% | +7.3% | +5.0% |
| 30D | +9.5% | 0.0% | +9.5% | +9.3% |
| 3M | +25.1% | +7.3% | +17.7% | +22.1% |
| 6M | -2.9% | +16.7% | -19.7% | -7.7% |
| YTD | +14.7% | -2.8% | +17.6% | +15.1% |
| 1Y | +47.4% | -6.7% | +54.1% | +49.7% |
| 3Y | +259.7% | +41.1% | +218.6% | +218.3% |
| All | +259.7% | +40.9% | +218.8% | +218.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling