+344.9%
GDX vs RVTY
+219.4%
+125.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.4% |
| 7D | +0.7% | -0.7% | +1.5% | +0.9% |
| 30D | -3.8% | +1.7% | -5.5% | -4.3% |
| 3M | -5.4% | +36.8% | -42.2% | -12.0% |
| 6M | -12.7% | +60.1% | -72.8% | -21.5% |
| YTD | -0.7% | +64.0% | -64.6% | -11.5% |
| 1Y | +11.9% | +68.2% | -56.3% | -0.9% |
| 3Y | +223.9% | +88.8% | +135.1% | +175.9% |
| 5Y | +163.2% | -10.5% | +173.7% | +149.6% |
| All | +344.9% | +219.4% | +125.5% | +288.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling