+82.5%
GDX vs VCLT
+98.6%
-16.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | -6.8% | -2.3% | -4.5% | -5.2% |
| 30D | -2.1% | +0.8% | -2.9% | -2.6% |
| 3M | -7.5% | -2.7% | -4.8% | -5.5% |
| 6M | -15.2% | -4.3% | -10.9% | -12.1% |
| YTD | -4.8% | -4.3% | -0.5% | -1.3% |
| 1Y | +6.7% | -4.4% | +11.1% | +10.7% |
| 3Y | +212.7% | +13.8% | +199.0% | +186.8% |
| 5Y | +151.7% | -17.0% | +168.6% | +182.3% |
| 10Y | +330.3% | +20.9% | +309.4% | +286.4% |
| All | +82.5% | +98.6% | -16.1% | +65.3% |
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