+214.2%
GDX vs VIG
+636.3%
-422.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.9% |
| 7D | -0.4% | -0.4% | 0.0% | -0.1% |
| 30D | +18.6% | -1.0% | +19.6% | +19.4% |
| 3M | +14.9% | +2.8% | +12.1% | +13.2% |
| 6M | -6.3% | +8.2% | -14.4% | -10.2% |
| YTD | +15.7% | +11.0% | +4.7% | +9.2% |
| 1Y | +54.8% | +16.1% | +38.7% | +42.5% |
| 3Y | +253.4% | +56.2% | +197.3% | +172.0% |
| 5Y | +219.7% | +63.0% | +156.7% | +138.8% |
| 10Y | +300.2% | +241.4% | +58.8% | +78.5% |
| All | +214.2% | +636.3% | -422.2% | -38.1% |
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