+310.1%
GDX vs VCIT
+30.2%
+279.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.3% |
| 7D | +15.6% | +0.7% | +14.8% | +14.0% |
| 30D | +2.4% | +1.8% | +0.6% | -1.1% |
| 3M | +1.7% | -1.1% | +2.9% | +4.2% |
| 6M | -3.3% | -1.7% | -1.6% | +0.4% |
| YTD | +6.6% | -1.1% | +7.8% | +10.1% |
| 1Y | +27.0% | -0.4% | +27.3% | +29.2% |
| 3Y | +243.4% | +20.5% | +222.9% | +145.8% |
| 5Y | +194.2% | +3.8% | +190.4% | +179.7% |
| 10Y | +310.1% | +31.2% | +278.9% | +104.7% |
| All | +310.1% | +30.2% | +279.9% | +104.7% |
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