+169.7%
GDX vs VIG
+669.2%
-499.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -2.0% |
| 7D | +0.7% | -0.3% | +1.1% | +0.9% |
| 30D | -3.8% | +4.9% | -8.7% | -6.6% |
| 3M | -5.4% | +2.9% | -8.4% | -7.1% |
| 6M | -12.7% | +11.2% | -23.9% | -18.0% |
| YTD | -0.7% | +16.0% | -16.6% | -8.7% |
| 1Y | +11.9% | +17.0% | -5.1% | +2.4% |
| 3Y | +223.9% | +66.9% | +157.0% | +139.5% |
| 5Y | +163.2% | +65.8% | +97.4% | +94.5% |
| 10Y | +349.2% | +263.6% | +85.5% | +92.1% |
| All | +169.7% | +669.2% | -499.5% | -48.2% |
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