+296.0%
GDX vs VGT
+820.0%
-524.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.7% |
| 7D | -2.2% | -0.2% | -2.0% | -2.1% |
| 30D | +6.8% | -0.4% | +7.2% | +6.9% |
| 3M | +24.9% | +4.4% | +20.5% | +23.2% |
| 6M | -4.2% | +32.1% | -36.3% | -11.5% |
| YTD | +13.2% | +28.8% | -15.6% | +5.4% |
| 1Y | +40.2% | +35.3% | +4.9% | +29.0% |
| 3Y | +249.6% | +124.8% | +124.8% | +179.6% |
| 5Y | +230.4% | +137.9% | +92.5% | +154.4% |
| All | +296.0% | +820.0% | -524.1% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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