+296.1%
GDXJ vs OVV
+47.2%
+248.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.0% |
| 7D | +4.3% | -3.7% | +8.0% | +4.8% |
| 30D | +8.4% | +8.0% | +0.4% | +7.5% |
| 3M | +25.5% | +11.3% | +14.2% | +23.5% |
| 6M | -6.3% | +24.0% | -30.3% | -10.8% |
| YTD | +12.1% | +65.3% | -53.2% | +0.4% |
| 1Y | +51.1% | +60.2% | -9.1% | +35.5% |
| 3Y | +296.1% | +46.9% | +249.1% | +253.3% |
| All | +296.1% | +47.2% | +248.8% | +253.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 3y: compounded portfolio wealth divided by compounded OVV 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…
3y analysis · Full analysis span regression · 6 months rolling