+315.3%
GDX vs VFC
-69.4%
+384.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.3% |
| 7D | +1.9% | -2.3% | +4.2% | +2.1% |
| 30D | +9.9% | -13.4% | +23.3% | +11.5% |
| 3M | +28.2% | -23.7% | +51.9% | +31.4% |
| 6M | -2.9% | -24.5% | +21.6% | -0.4% |
| YTD | +16.0% | -27.8% | +43.8% | +19.4% |
| 1Y | +49.9% | -13.5% | +63.3% | +51.3% |
| 3Y | +263.6% | -27.1% | +290.7% | +257.3% |
| 5Y | +233.6% | -79.0% | +312.6% | +263.0% |
| 10Y | +315.3% | -68.7% | +384.1% | +344.7% |
| All | +315.3% | -69.4% | +384.7% | +344.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling