+173.4%
GDX vs VCIT
+3.3%
+170.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.8% | -4.1% |
| 7D | +11.5% | +0.1% | +11.4% | +11.4% |
| 30D | -3.1% | +1.1% | -4.2% | -5.2% |
| 3M | -4.4% | -1.4% | -3.1% | -1.6% |
| 6M | -8.6% | -2.3% | -6.2% | -3.7% |
| YTD | +0.8% | -1.8% | +2.6% | +5.5% |
| 1Y | +14.7% | -1.0% | +15.7% | +18.3% |
| 3Y | +228.8% | +19.3% | +209.5% | +143.1% |
| 5Y | +173.4% | +3.8% | +169.6% | +139.6% |
| All | +173.4% | +3.3% | +170.1% | +139.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling