+129.6%
GDX vs VG
-49.4%
+178.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -5.4% |
| 7D | +11.5% | -7.7% | +19.1% | +11.2% |
| 30D | -3.1% | -8.8% | +5.7% | -3.4% |
| 3M | -4.4% | -15.6% | +11.2% | -4.8% |
| 6M | -8.6% | +5.2% | -13.8% | -8.7% |
| YTD | +0.8% | +76.9% | -76.1% | -4.0% |
| 1Y | +14.7% | +42.5% | -27.8% | +10.2% |
| All | +129.6% | -49.4% | +178.9% | +126.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling