+326.3%
GDX vs VCIT
+31.0%
+295.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | +0.1% |
| 7D | -6.8% | -1.4% | -5.4% | -4.0% |
| 30D | -2.1% | +0.6% | -2.7% | -3.1% |
| 3M | -7.5% | -2.2% | -5.3% | -3.0% |
| 6M | -15.2% | -2.3% | -12.8% | -10.6% |
| YTD | -4.8% | -2.2% | -2.6% | +0.5% |
| 1Y | +6.7% | -1.4% | +8.1% | +10.9% |
| 3Y | +212.7% | +18.7% | +194.0% | +130.8% |
| 5Y | +151.7% | +3.6% | +148.1% | +140.5% |
| All | +326.3% | +31.0% | +295.2% | +107.3% |
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