+194.2%
GDX vs ROIV
+232.7%
-38.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.3% |
| 7D | -0.4% | +0.6% | -1.0% | -0.5% |
| 30D | +18.6% | +1.0% | +17.7% | +18.5% |
| 3M | +14.9% | +18.3% | -3.4% | +13.2% |
| 6M | -6.3% | +18.3% | -24.6% | -7.8% |
| YTD | +15.7% | +61.0% | -45.2% | +11.1% |
| 1Y | +54.8% | +177.9% | -123.0% | +43.1% |
| 3Y | +253.4% | +199.1% | +54.4% | +222.5% |
| 5Y | +219.7% | +250.7% | -31.0% | +171.7% |
| All | +194.2% | +232.7% | -38.5% | +153.5% |
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