+106.3%
GDXJ vs ROIV
+280.9%
-174.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.4% | -0.2% | -4.2% |
| 7D | -4.9% | +9.2% | -14.1% | -5.9% |
| 30D | -10.0% | +19.9% | -29.9% | -11.8% |
| 3M | -16.6% | +10.6% | -27.2% | -17.8% |
| 6M | -23.3% | +36.1% | -59.4% | -26.1% |
| YTD | -12.4% | +84.3% | -96.7% | -18.2% |
| 1Y | +0.5% | +87.6% | -87.1% | -6.4% |
| 3Y | +220.5% | +353.9% | -133.4% | +176.7% |
| 5Y | +124.7% | +376.1% | -251.4% | +78.8% |
| All | +106.3% | +280.9% | -174.6% | +66.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling