+214.2%
GDX vs RVTY
+632.4%
-418.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -0.4% | +1.1% | -1.5% | -0.7% |
| 30D | +18.6% | +13.2% | +5.4% | +15.0% |
| 3M | +14.9% | +27.2% | -12.4% | +7.9% |
| 6M | -6.3% | +32.4% | -38.7% | -13.1% |
| YTD | +15.7% | +34.9% | -19.1% | +6.5% |
| 1Y | +54.8% | +52.4% | +2.5% | +37.7% |
| 3Y | +253.4% | +12.3% | +241.2% | +230.8% |
| 5Y | +219.7% | -30.8% | +250.5% | +232.1% |
| 10Y | +300.2% | +150.7% | +149.5% | +181.6% |
| All | +214.2% | +632.4% | -418.3% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling