+189.4%
GDX vs VEA
+170.4%
+19.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.5% |
| 7D | -0.4% | +1.0% | -1.3% | -1.0% |
| 30D | +18.6% | +1.9% | +16.7% | +17.2% |
| 3M | +14.9% | +3.2% | +11.7% | +13.1% |
| 6M | -6.3% | +10.2% | -16.5% | -11.2% |
| YTD | +15.7% | +18.9% | -3.2% | +4.5% |
| 1Y | +54.8% | +29.3% | +25.5% | +32.5% |
| 3Y | +253.4% | +76.8% | +176.7% | +146.9% |
| 5Y | +219.7% | +61.2% | +158.4% | +136.7% |
| 10Y | +300.2% | +163.3% | +136.9% | +110.5% |
| All | +189.4% | +170.4% | +19.0% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling