+40.2%
GDX vs VRSK
-32.3%
+72.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.2% |
| 7D | -2.2% | -5.2% | +3.0% | -3.7% |
| 30D | +6.8% | -2.3% | +9.1% | +6.1% |
| 3M | +24.9% | -2.9% | +27.9% | +24.4% |
| 6M | -4.2% | -12.8% | +8.6% | -5.3% |
| YTD | +13.2% | -20.8% | +34.0% | +9.0% |
| 1Y | +40.2% | -33.2% | +73.4% | +33.3% |
| All | +40.2% | -32.3% | +72.5% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling