+116.7%
GDX vs VG
-44.6%
+161.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.3% |
| 7D | -6.8% | +14.0% | -20.8% | -6.3% |
| 30D | -2.1% | -1.0% | -1.1% | -2.0% |
| 3M | -7.5% | -2.7% | -4.8% | -7.4% |
| 6M | -15.2% | +1.5% | -16.6% | -14.9% |
| YTD | -4.8% | +93.7% | -98.5% | -9.0% |
| 1Y | +6.7% | +68.5% | -61.8% | +2.6% |
| All | +116.7% | -44.6% | +161.3% | +115.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling