+49.9%
GDX vs VMC
-15.3%
+65.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.3% | +2.7% |
| 7D | +1.9% | -5.3% | +7.2% | +4.6% |
| 30D | +9.9% | -12.3% | +22.2% | +17.2% |
| 3M | +28.2% | -10.3% | +38.5% | +34.8% |
| 6M | -2.9% | -8.6% | +5.7% | +1.0% |
| YTD | +16.0% | -11.9% | +27.9% | +23.9% |
| 1Y | +49.9% | -13.9% | +63.8% | +57.7% |
| All | +49.9% | -15.3% | +65.2% | +57.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling