+214.8%
GDX vs VNQ
+253.4%
-38.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | +1.9% | -0.9% | +2.8% | +2.2% |
| 30D | +9.9% | -2.2% | +12.2% | +10.7% |
| 3M | +28.2% | -1.9% | +30.1% | +28.9% |
| 6M | -2.9% | +3.2% | -6.1% | -3.8% |
| YTD | +16.0% | +9.4% | +6.6% | +12.7% |
| 1Y | +49.9% | +7.5% | +42.4% | +46.5% |
| 3Y | +263.6% | +31.1% | +232.5% | +233.7% |
| 5Y | +233.6% | +6.6% | +227.0% | +224.8% |
| 10Y | +315.3% | +63.9% | +251.4% | +247.4% |
| All | +214.8% | +253.4% | -38.5% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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