+226.4%
GDX vs ROIV
+384.4%
-158.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.9% |
| 7D | +0.7% | +9.5% | -8.7% | -1.6% |
| 30D | -3.8% | +21.0% | -24.7% | -8.4% |
| 3M | -5.4% | +18.7% | -24.2% | -10.2% |
| 6M | -12.7% | +44.5% | -57.2% | -21.6% |
| YTD | -0.7% | +92.9% | -93.5% | -17.4% |
| 1Y | +11.9% | +100.2% | -88.4% | -7.9% |
| All | +226.4% | +384.4% | -158.0% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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