-6.3%
GDX vs VCLT
-3.7%
-2.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.5% |
| 7D | -0.4% | -0.5% | +0.1% | +0.8% |
| 30D | +18.6% | -0.9% | +19.5% | +20.9% |
| 3M | +14.9% | -3.2% | +18.1% | +24.2% |
| 6M | -6.3% | -3.8% | -2.4% | +2.5% |
| All | -6.3% | -3.7% | -2.6% | +2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling