+296.0%
GDX vs VRSK
+126.1%
+169.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -2.2% | -5.2% | +3.0% | -1.3% |
| 30D | +6.8% | -2.3% | +9.1% | +7.1% |
| 3M | +24.9% | -2.9% | +27.9% | +24.7% |
| 6M | -4.2% | -12.8% | +8.6% | -2.6% |
| YTD | +13.2% | -20.8% | +34.0% | +17.3% |
| 1Y | +40.2% | -33.2% | +73.4% | +51.4% |
| 3Y | +249.6% | -26.6% | +276.2% | +262.7% |
| 5Y | +230.4% | -11.3% | +241.7% | +217.8% |
| All | +296.0% | +126.1% | +169.9% | +229.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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