+281.6%
GDX vs VCIT
+29.2%
+252.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.4% | -0.3% | 0.0% | +0.3% |
| 30D | +18.6% | -0.8% | +19.4% | +20.5% |
| 3M | +14.9% | -1.0% | +15.9% | +17.5% |
| 6M | -6.3% | -1.8% | -4.4% | -2.0% |
| YTD | +15.7% | -0.7% | +16.4% | +18.3% |
| 1Y | +54.8% | +1.0% | +53.9% | +53.5% |
| 3Y | +253.4% | +18.8% | +234.6% | +158.4% |
| 5Y | +219.7% | +3.5% | +216.2% | +205.9% |
| All | +281.6% | +29.2% | +252.4% | +116.2% |
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