+127.6%
GDX vs VG
-51.4%
+179.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.0% | +5.4% | +1.2% |
| 7D | +5.4% | -22.0% | +27.4% | +4.6% |
| 30D | -2.8% | -14.7% | +11.9% | -3.2% |
| 3M | +2.5% | -7.1% | +9.6% | +2.3% |
| 6M | -0.1% | -11.2% | +11.1% | -0.3% |
| YTD | 0.0% | +69.8% | -69.8% | -5.0% |
| 1Y | +22.2% | +49.9% | -27.6% | +16.8% |
| All | +127.6% | -51.4% | +179.0% | +124.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling