+315.3%
GDX vs VMC
+146.8%
+168.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.3% | +1.7% |
| 7D | +1.9% | -5.3% | +7.2% | +2.9% |
| 30D | +9.9% | -12.3% | +22.2% | +12.7% |
| 3M | +28.2% | -10.3% | +38.5% | +30.8% |
| 6M | -2.9% | -8.6% | +5.7% | -1.2% |
| YTD | +16.0% | -11.9% | +27.9% | +18.7% |
| 1Y | +49.9% | -13.9% | +63.8% | +53.9% |
| 3Y | +263.6% | +18.2% | +245.4% | +252.8% |
| 5Y | +233.6% | +47.7% | +185.8% | +210.6% |
| 10Y | +315.3% | +152.5% | +162.8% | +230.2% |
| All | +315.3% | +146.8% | +168.6% | +230.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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