+211.3%
GDX vs ROIV
+314.9%
-103.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.2% | -4.0% | +0.6% |
| 7D | +13.6% | +5.3% | +8.3% | +12.1% |
| 30D | +2.5% | +11.9% | -9.4% | -0.4% |
| 3M | +4.4% | +10.7% | -6.3% | +1.0% |
| 6M | -5.2% | +34.9% | -40.1% | -13.3% |
| YTD | +2.1% | +79.2% | -77.0% | -13.2% |
| 1Y | +24.7% | +89.0% | -64.3% | +4.6% |
| 3Y | +211.3% | +337.3% | -126.1% | +114.1% |
| All | +211.3% | +314.9% | -103.7% | +114.1% |
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