+301.2%
GDX vs VCIT
+28.8%
+272.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.4% |
| 7D | +13.6% | +0.1% | +13.5% | +13.5% |
| 30D | +2.5% | +1.9% | +0.6% | -1.3% |
| 3M | +4.4% | -1.4% | +5.8% | +7.6% |
| 6M | -5.2% | -2.1% | -3.1% | -0.7% |
| YTD | +2.1% | -1.6% | +3.8% | +6.4% |
| 1Y | +24.7% | -0.9% | +25.6% | +28.2% |
| 3Y | +211.3% | +20.0% | +191.3% | +125.1% |
| 5Y | +186.7% | +3.1% | +183.5% | +175.5% |
| All | +301.2% | +28.8% | +272.4% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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