+227.7%
GDX vs VMC
+52.4%
+175.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.4% |
| 7D | +4.0% | -0.5% | +4.5% | +4.1% |
| 30D | +9.5% | -9.1% | +18.6% | +12.7% |
| 3M | +25.1% | -4.1% | +29.2% | +26.7% |
| 6M | -2.9% | -5.5% | +2.6% | -1.2% |
| YTD | +14.7% | -8.9% | +23.7% | +17.8% |
| 1Y | +47.4% | -12.9% | +60.4% | +52.8% |
| 3Y | +259.7% | +22.1% | +237.6% | +237.6% |
| 5Y | +227.7% | +52.7% | +174.9% | +180.9% |
| All | +227.7% | +52.4% | +175.3% | +180.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling