+177.3%
GDX vs IVV
+750.2%
-572.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.8% | +2.0% |
| 7D | +13.6% | -2.7% | +16.3% | +15.4% |
| 30D | +2.5% | -5.4% | +7.9% | +6.0% |
| 3M | +4.4% | -4.1% | +8.4% | +7.2% |
| 6M | -5.2% | +0.7% | -6.0% | -5.1% |
| YTD | +2.1% | +8.7% | -6.6% | -1.7% |
| 1Y | +24.7% | +11.0% | +13.7% | +18.8% |
| 3Y | +211.3% | +75.4% | +135.9% | +126.9% |
| 5Y | +186.7% | +68.3% | +118.3% | +111.8% |
| 10Y | +285.3% | +315.5% | -30.2% | +55.8% |
| All | +177.3% | +750.2% | -572.9% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling