+349.2%
GDX vs IVV
+314.2%
+35.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -2.1% |
| 7D | +0.7% | -0.9% | +1.7% | +1.1% |
| 30D | -3.8% | -2.3% | -1.4% | -2.6% |
| 3M | -5.4% | -1.2% | -4.3% | -4.8% |
| 6M | -12.7% | +3.3% | -16.0% | -13.6% |
| YTD | -0.7% | +12.3% | -13.0% | -4.9% |
| 1Y | +11.9% | +12.5% | -0.6% | +7.1% |
| 3Y | +223.9% | +79.2% | +144.7% | +157.8% |
| 5Y | +163.2% | +75.6% | +87.5% | +107.4% |
| 10Y | +349.2% | +313.4% | +35.8% | +207.3% |
| All | +349.2% | +314.2% | +35.0% | +207.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 10y: compounded portfolio wealth divided by compounded IVV 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…
10y analysis · Full analysis span regression · 6 months rolling