+121.9%
GDX vs VCIT
+98.3%
+23.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.3% |
| 3M | +14.9% | -1.0% | +15.9% | +17.3% |
| 6M | -6.3% | -1.8% | -4.4% | -2.4% |
| YTD | +15.7% | -0.7% | +16.4% | +18.1% |
| 1Y | +54.8% | +1.0% | +53.9% | +53.7% |
| 3Y | +253.4% | +18.8% | +234.6% | +167.9% |
| 5Y | +219.7% | +3.5% | +216.2% | +204.1% |
| 10Y | +300.2% | +29.2% | +271.0% | +176.6% |
| All | +121.9% | +98.3% | +23.7% | +47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling