+91.7%
GDX vs VCIT
+96.6%
-4.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.0% |
| 7D | +5.4% | +0.5% | +5.0% | +4.6% |
| 30D | -2.8% | +2.1% | -4.9% | -6.3% |
| 3M | +2.5% | -1.6% | +4.0% | +5.5% |
| 6M | -0.1% | -1.6% | +1.5% | +3.4% |
| YTD | 0.0% | -1.5% | +1.5% | +3.6% |
| 1Y | +22.2% | -0.4% | +22.6% | +24.2% |
| 3Y | +201.4% | +19.6% | +181.8% | +126.4% |
| 5Y | +180.6% | +3.3% | +177.4% | +168.2% |
| 10Y | +277.2% | +28.9% | +248.3% | +162.4% |
| All | +91.7% | +96.6% | -4.9% | +29.2% |
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