+4.0%
GDX vs VG
+71.2%
-67.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.7% | -8.7% | -3.3% |
| 7D | -4.6% | +15.1% | -19.7% | -2.5% |
| 30D | -6.2% | -4.2% | -2.0% | -6.2% |
| 3M | -10.0% | -3.1% | -6.9% | -9.6% |
| 6M | -15.8% | +0.3% | -16.1% | -14.1% |
| YTD | -4.6% | +95.5% | -100.1% | -10.9% |
| 1Y | +4.0% | +64.4% | -60.4% | +0.6% |
| All | +4.0% | +71.2% | -67.2% | +0.6% |
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