+54.8%
GDX vs VG
+14.1%
+40.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -0.4% | +1.7% | -2.1% | -0.2% |
| 30D | +18.6% | +16.0% | +2.6% | +20.2% |
| 3M | +14.9% | +9.7% | +5.2% | +16.5% |
| 6M | -6.3% | +29.6% | -35.8% | -6.6% |
| YTD | +15.7% | +112.0% | -96.3% | +9.1% |
| 1Y | +54.8% | +12.8% | +42.0% | +52.1% |
| All | +54.8% | +14.1% | +40.7% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling