+194.2%
GDX vs VFC
-67.1%
+261.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | +4.1% |
| 7D | +15.6% | +7.7% | +7.9% | +14.6% |
| 30D | +2.4% | +39.2% | -36.8% | -1.4% |
| 3M | +1.7% | +40.3% | -38.5% | -2.2% |
| 6M | -3.3% | +11.4% | -14.7% | -5.0% |
| YTD | +6.6% | +17.5% | -10.9% | +4.1% |
| 1Y | +27.0% | +45.9% | -18.9% | +21.5% |
| 3Y | +243.4% | +47.3% | +196.1% | +210.2% |
| 5Y | +194.2% | -67.2% | +261.4% | +209.9% |
| All | +194.2% | -67.1% | +261.3% | +209.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling