+121.9%
GDX vs VCLT
+103.4%
+18.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | -0.4% | -0.5% | +0.1% | 0.0% |
| 30D | +18.6% | -0.9% | +19.5% | +19.4% |
| 3M | +14.9% | -3.2% | +18.1% | +17.8% |
| 6M | -6.3% | -3.8% | -2.4% | -3.3% |
| YTD | +15.7% | -2.0% | +17.7% | +17.8% |
| 1Y | +54.8% | -0.8% | +55.6% | +56.3% |
| 3Y | +253.4% | +12.3% | +241.2% | +226.1% |
| 5Y | +219.7% | -15.4% | +235.1% | +252.9% |
| 10Y | +300.2% | +15.7% | +284.5% | +264.8% |
| All | +121.9% | +103.4% | +18.5% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling