+233.6%
GDX vs VCLT
-15.5%
+249.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +31.4% |
| 6M | -2.9% | -4.0% | +1.1% | +0.6% |
| YTD | +16.0% | -2.2% | +18.2% | +18.5% |
| 1Y | +49.9% | -2.6% | +52.5% | +53.5% |
| 3Y | +263.6% | +12.3% | +251.3% | +231.8% |
| 5Y | +233.6% | -16.4% | +249.9% | +238.0% |
| All | +233.6% | -15.5% | +249.1% | +238.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling