+159.6%
GDX vs ROIV
+270.3%
-110.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.2% | -4.0% | +1.6% |
| 7D | +13.6% | +5.3% | +8.3% | +13.1% |
| 30D | +2.5% | +11.9% | -9.4% | +1.4% |
| 3M | +4.4% | +10.7% | -6.3% | +3.2% |
| 6M | -5.2% | +34.9% | -40.1% | -8.0% |
| YTD | +2.1% | +79.2% | -77.0% | -3.1% |
| 1Y | +24.7% | +89.0% | -64.3% | +17.8% |
| 3Y | +211.3% | +337.3% | -126.1% | +178.1% |
| 5Y | +186.7% | +402.3% | -215.6% | +141.6% |
| All | +159.6% | +270.3% | -110.7% | +121.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling