+246.2%
GDXJ vs RVMD
+636.2%
-390.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | +0.9% | -0.7% | +1.7% | +1.0% |
| 30D | +8.8% | +0.3% | +8.5% | +8.7% |
| 3M | +29.8% | +38.9% | -9.0% | +24.8% |
| 6M | -5.8% | +108.1% | -113.9% | -14.6% |
| YTD | +13.6% | +160.7% | -147.1% | -0.7% |
| 1Y | +54.5% | +407.3% | -352.8% | +23.6% |
| 3Y | +301.4% | +546.6% | -245.2% | +200.5% |
| 5Y | +236.3% | +579.8% | -343.5% | +137.9% |
| All | +246.2% | +636.2% | -390.0% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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