+158.4%
GDX vs VIG
+669.2%
-510.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -6.8% | +3.5% | -10.3% | -8.8% |
| 30D | -2.1% | +4.9% | -7.0% | -5.0% |
| 3M | -7.5% | +2.5% | -10.0% | -8.9% |
| 6M | -15.2% | +11.0% | -26.2% | -20.2% |
| YTD | -4.8% | +16.0% | -20.8% | -12.5% |
| 1Y | +6.7% | +17.5% | -10.8% | -2.6% |
| 3Y | +212.7% | +67.0% | +145.7% | +131.2% |
| 5Y | +151.7% | +64.8% | +86.9% | +86.6% |
| 10Y | +330.3% | +263.6% | +66.7% | +84.1% |
| All | +158.4% | +669.2% | -510.8% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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