+243.4%
GDX vs VFC
+42.8%
+200.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | +4.2% |
| 7D | +15.6% | +7.7% | +7.9% | +14.8% |
| 30D | +2.4% | +39.2% | -36.8% | -0.8% |
| 3M | +1.7% | +40.3% | -38.5% | -1.6% |
| 6M | -3.3% | +11.4% | -14.7% | -4.8% |
| YTD | +6.6% | +17.5% | -10.9% | +4.5% |
| 1Y | +27.0% | +45.9% | -18.9% | +22.9% |
| 3Y | +243.4% | +47.3% | +196.1% | +220.8% |
| All | +243.4% | +42.8% | +200.6% | +220.8% |
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 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