+291.6%
GDX vs VCLT
+17.0%
+274.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -2.5% |
| 7D | -5.4% | -1.3% | -4.1% | -4.4% |
| 30D | +6.6% | -1.1% | +7.7% | +7.6% |
| 3M | +30.1% | -3.7% | +33.8% | +34.3% |
| 6M | -7.1% | -4.0% | -3.1% | -3.5% |
| YTD | +12.0% | -3.4% | +15.3% | +15.6% |
| 1Y | +41.2% | -4.1% | +45.3% | +46.6% |
| 3Y | +251.0% | +11.0% | +240.0% | +222.7% |
| 5Y | +226.7% | -17.0% | +243.7% | +273.5% |
| All | +291.6% | +17.0% | +274.6% | +198.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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