+211.3%
GDX vs OVV
+34.1%
+177.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.2% |
| 7D | +13.6% | -16.7% | +30.3% | +14.9% |
| 30D | +2.5% | -1.5% | +4.0% | +2.2% |
| 3M | +4.4% | +1.6% | +2.8% | +3.8% |
| 6M | -5.2% | +2.0% | -7.3% | -6.0% |
| YTD | +2.1% | +56.8% | -54.7% | -6.7% |
| 1Y | +24.7% | +64.8% | -40.1% | +12.8% |
| 3Y | +211.3% | +38.3% | +173.0% | +178.2% |
| All | +211.3% | +34.1% | +177.2% | +178.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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