+116.4%
GDXJ vs ROIV
+298.6%
-182.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -1.9% |
| 7D | +0.3% | +9.5% | -9.2% | -0.8% |
| 30D | -7.4% | +21.0% | -28.4% | -9.4% |
| 3M | -11.9% | +18.7% | -30.6% | -13.8% |
| 6M | -19.3% | +44.5% | -63.8% | -22.8% |
| YTD | -8.1% | +92.9% | -101.0% | -14.7% |
| 1Y | +9.1% | +100.2% | -91.2% | +0.9% |
| 3Y | +236.2% | +375.0% | -138.8% | +188.8% |
| 5Y | +136.3% | +435.2% | -298.8% | +87.4% |
| All | +116.4% | +298.6% | -182.1% | +74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling