+326.3%
GDX vs VEA
+161.1%
+165.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | -6.8% | +2.3% | -9.1% | -8.4% |
| 30D | -2.1% | +0.2% | -2.3% | -2.1% |
| 3M | -7.5% | -5.3% | -2.2% | -2.8% |
| 6M | -15.2% | -0.9% | -14.2% | -13.3% |
| YTD | -4.8% | +12.2% | -17.0% | -10.3% |
| 1Y | +6.7% | +16.1% | -9.4% | -1.7% |
| 3Y | +212.7% | +73.0% | +139.8% | +123.3% |
| 5Y | +151.7% | +53.7% | +97.9% | +88.2% |
| All | +326.3% | +161.1% | +165.1% | +105.9% |
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