+37.8%
GDXJ vs RVTY
+758.6%
-720.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | -8.1% | -0.5% | -7.6% | -7.9% |
| 30D | -5.5% | +1.5% | -7.0% | -6.2% |
| 3M | -14.6% | +31.5% | -46.0% | -21.7% |
| 6M | -23.2% | +62.7% | -85.9% | -34.1% |
| YTD | -13.0% | +60.0% | -72.9% | -25.3% |
| 1Y | +2.8% | +65.7% | -63.0% | -12.8% |
| 3Y | +221.5% | +85.2% | +136.3% | +156.3% |
| 5Y | +123.4% | -14.9% | +138.3% | +118.6% |
| 10Y | +238.2% | +211.9% | +26.3% | +108.4% |
| All | +37.8% | +758.6% | -720.8% | -55.7% |
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