+152.3%
GDX vs ROIV
+413.4%
-261.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.5% | -3.5% |
| 7D | -4.6% | +9.2% | -13.8% | -5.4% |
| 30D | -6.2% | +19.9% | -26.1% | -8.0% |
| 3M | -10.0% | +10.6% | -20.6% | -11.2% |
| 6M | -15.8% | +36.1% | -51.8% | -18.6% |
| YTD | -4.6% | +84.3% | -88.9% | -10.4% |
| 1Y | +4.0% | +87.6% | -83.6% | -2.5% |
| 3Y | +211.1% | +353.9% | -142.8% | +172.2% |
| 5Y | +152.3% | +376.1% | -223.8% | +102.7% |
| All | +152.3% | +413.4% | -261.1% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling