+259.7%
GDX vs VFC
-25.9%
+285.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.7% |
| 7D | +4.0% | +0.8% | +3.1% | +3.9% |
| 30D | +9.5% | -11.9% | +21.4% | +10.8% |
| 3M | +25.1% | -20.2% | +45.2% | +27.4% |
| 6M | -2.9% | -23.0% | +20.1% | -0.8% |
| YTD | +14.7% | -26.2% | +41.0% | +17.7% |
| 1Y | +47.4% | -13.3% | +60.7% | +49.3% |
| 3Y | +259.7% | -25.5% | +285.2% | +251.4% |
| All | +259.7% | -25.9% | +285.6% | +251.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling