+157.0%
GDXJ vs ROIV
+289.9%
-132.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.8% |
| 7D | -6.2% | +19.0% | -25.2% | -8.2% |
| 30D | +4.6% | +16.1% | -11.5% | +2.7% |
| 3M | +31.3% | +44.1% | -12.8% | +25.8% |
| 6M | -10.7% | +37.8% | -48.5% | -14.0% |
| YTD | +9.1% | +88.7% | -79.6% | +1.7% |
| 1Y | +44.1% | +197.3% | -153.2% | +29.0% |
| 3Y | +285.4% | +224.9% | +60.5% | +238.4% |
| 5Y | +228.4% | +311.0% | -82.7% | +161.0% |
| All | +157.0% | +289.9% | -132.9% | +107.4% |
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