+214.2%
GDX vs VFC
+60.2%
+154.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -2.5% |
| 7D | -0.4% | -1.6% | +1.2% | -0.2% |
| 30D | +18.6% | -11.6% | +30.2% | +20.7% |
| 3M | +14.9% | -18.1% | +33.0% | +17.7% |
| 6M | -6.3% | -27.4% | +21.1% | -2.5% |
| YTD | +15.7% | -24.8% | +40.5% | +19.7% |
| 1Y | +54.8% | -8.2% | +63.0% | +55.0% |
| 3Y | +253.4% | -29.1% | +282.6% | +244.4% |
| 5Y | +219.7% | -79.2% | +298.8% | +274.8% |
| 10Y | +300.2% | -68.1% | +368.3% | +303.4% |
| All | +214.2% | +60.2% | +154.0% | +51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling