+226.4%
GDX vs OVV
+54.1%
+172.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | -1.6% |
| 7D | +0.7% | +1.2% | -0.5% | +0.7% |
| 30D | -3.8% | -2.5% | -1.2% | -3.8% |
| 3M | -5.4% | +0.5% | -5.9% | -5.8% |
| 6M | -12.7% | +8.5% | -21.2% | -13.8% |
| YTD | -0.7% | +64.5% | -65.1% | -9.3% |
| 1Y | +11.9% | +64.7% | -52.8% | +2.0% |
| All | +226.4% | +54.1% | +172.3% | +186.1% |
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