+150.1%
GDX vs VEU
+174.2%
-24.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -6.8% | +2.1% | -8.9% | -8.2% |
| 30D | -2.1% | -0.9% | -1.2% | -1.3% |
| 3M | -7.5% | -5.4% | -2.1% | -3.2% |
| 6M | -15.2% | -1.8% | -13.4% | -13.0% |
| YTD | -4.8% | +10.9% | -15.7% | -9.6% |
| 1Y | +6.7% | +13.6% | -6.8% | -0.2% |
| 3Y | +212.7% | +69.3% | +143.5% | +123.3% |
| 5Y | +151.7% | +48.1% | +103.5% | +96.9% |
| 10Y | +330.3% | +148.0% | +182.4% | +129.0% |
| All | +150.1% | +174.2% | -24.0% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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