+214.2%
GDX vs IGV
+1,320.6%
-1,106.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.4% |
| 7D | -0.4% | -4.5% | +4.1% | +1.4% |
| 30D | +18.6% | +3.2% | +15.4% | +17.0% |
| 3M | +14.9% | +4.5% | +10.4% | +12.7% |
| 6M | -6.3% | +22.1% | -28.4% | -14.0% |
| YTD | +15.7% | -1.0% | +16.8% | +14.9% |
| 1Y | +54.8% | -2.1% | +56.9% | +54.3% |
| 3Y | +253.4% | +44.6% | +208.9% | +196.4% |
| 5Y | +219.7% | +22.2% | +197.5% | +178.3% |
| 10Y | +300.2% | +364.7% | -64.5% | +77.4% |
| All | +214.2% | +1,320.6% | -1,106.4% | -48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling