+258.1%
GDX vs VCLT
+12.6%
+245.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | +9.9% | +0.1% | +9.8% | +9.9% |
| 3M | +28.2% | -2.9% | +31.1% | +31.3% |
| 6M | -2.9% | -4.0% | +1.1% | +0.3% |
| YTD | +16.0% | -2.2% | +18.2% | +18.4% |
| 1Y | +49.9% | -2.6% | +52.5% | +53.4% |
| All | +258.1% | +12.6% | +245.5% | +238.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling