+173.8%
GDX vs RVTY
+795.3%
-621.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.2% |
| 7D | +11.5% | -2.7% | +14.1% | +12.1% |
| 30D | -3.1% | +3.2% | -6.4% | -4.2% |
| 3M | -4.4% | +37.2% | -41.6% | -12.4% |
| 6M | -8.6% | +57.7% | -66.3% | -19.3% |
| YTD | +0.8% | +64.8% | -64.0% | -12.4% |
| 1Y | +14.7% | +72.8% | -58.2% | -1.7% |
| 3Y | +228.8% | +89.8% | +139.0% | +168.3% |
| 5Y | +173.4% | -8.4% | +181.8% | +163.1% |
| 10Y | +319.2% | +219.5% | +99.8% | +175.2% |
| All | +173.8% | +795.3% | -621.5% | +24.9% |
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