+177.3%
GDX vs OVV
-18.2%
+195.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | +13.6% | -16.7% | +30.3% | +17.7% |
| 30D | +2.5% | -1.5% | +4.0% | +2.4% |
| 3M | +4.4% | +1.6% | +2.8% | +3.4% |
| 6M | -5.2% | +2.0% | -7.3% | -6.8% |
| YTD | +2.1% | +56.8% | -54.7% | -9.2% |
| 1Y | +24.7% | +64.8% | -40.1% | +9.5% |
| 3Y | +211.3% | +38.3% | +173.0% | +176.2% |
| 5Y | +186.7% | +84.9% | +101.8% | +127.2% |
| 10Y | +285.3% | +54.5% | +230.8% | +135.7% |
| All | +177.3% | -18.2% | +195.5% | +66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling