+77.5%
GDXJ vs RVTY
+606.4%
-528.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -0.4% |
| 7D | +4.3% | +0.4% | +3.9% | +4.2% |
| 30D | +8.4% | +10.8% | -2.4% | +5.3% |
| 3M | +25.5% | +26.8% | -1.3% | +16.8% |
| 6M | -6.3% | +39.3% | -45.7% | -15.3% |
| YTD | +12.1% | +31.6% | -19.5% | +2.7% |
| 1Y | +51.1% | +47.7% | +3.4% | +33.4% |
| 3Y | +296.1% | +19.9% | +276.1% | +260.3% |
| 5Y | +228.1% | -32.3% | +260.5% | +245.7% |
| 10Y | +211.8% | +138.4% | +73.4% | +110.7% |
| All | +77.5% | +606.4% | -528.9% | -39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling