+215.1%
GDXJ vs RVTY
+145.6%
+69.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.3% |
| 7D | -2.8% | -4.5% | +1.7% | -1.6% |
| 30D | +5.0% | +5.5% | -0.5% | +3.6% |
| 3M | +24.1% | +22.5% | +1.5% | +17.7% |
| 6M | -7.4% | +38.9% | -46.2% | -14.8% |
| YTD | +10.2% | +28.7% | -18.5% | +2.9% |
| 1Y | +42.5% | +45.5% | -2.9% | +29.0% |
| 3Y | +285.7% | +16.4% | +269.3% | +259.1% |
| 5Y | +231.9% | -32.7% | +264.6% | +239.1% |
| All | +215.1% | +145.6% | +69.5% | +182.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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