+24.8%
GDX vs VFC
+52.5%
-27.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.4% | +4.6% | +7.8% |
| 7D | +0.8% | +21.5% | -20.7% | -4.3% |
| 30D | -3.2% | +46.7% | -49.9% | -12.9% |
| 3M | +8.6% | +38.4% | -29.8% | -0.9% |
| 6M | -1.2% | +15.2% | -16.5% | -6.0% |
| YTD | -1.4% | +17.8% | -19.2% | -7.1% |
| 1Y | +24.8% | +55.6% | -30.8% | +11.8% |
| All | +24.8% | +52.5% | -27.7% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling