+214.2%
GDX vs VGT
+2,328.5%
-2,114.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -0.4% | +1.0% | -1.4% | -0.8% |
| 30D | +18.6% | +1.3% | +17.3% | +18.0% |
| 3M | +14.9% | -1.1% | +16.0% | +15.6% |
| 6M | -6.3% | +32.6% | -38.9% | -16.6% |
| YTD | +15.7% | +29.0% | -13.3% | +4.3% |
| 1Y | +54.8% | +39.7% | +15.1% | +35.2% |
| 3Y | +253.4% | +120.9% | +132.5% | +149.7% |
| 5Y | +219.7% | +133.6% | +86.1% | +114.9% |
| 10Y | +300.2% | +792.6% | -492.4% | +29.4% |
| All | +214.2% | +2,328.5% | -2,114.4% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling