+296.0%
GDX vs VEA
+165.0%
+130.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.2% |
| 7D | -2.2% | -1.5% | -0.7% | -1.0% |
| 30D | +6.8% | -0.8% | +7.6% | +7.7% |
| 3M | +24.9% | +2.5% | +22.5% | +23.1% |
| 6M | -4.2% | +11.1% | -15.3% | -10.4% |
| YTD | +13.2% | +17.2% | -4.0% | +2.5% |
| 1Y | +40.2% | +24.5% | +15.7% | +22.0% |
| 3Y | +249.6% | +75.4% | +174.2% | +143.1% |
| 5Y | +230.4% | +61.1% | +169.3% | +136.4% |
| All | +296.0% | +165.0% | +130.9% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 10y: compounded portfolio wealth divided by compounded VEA 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…
10y analysis · Full analysis span regression · 6 months rolling