+220.5%
GDX vs VRSK
-11.9%
+232.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.4% |
| 7D | -5.4% | -7.7% | +2.4% | -4.9% |
| 30D | +6.6% | -2.8% | +9.4% | +6.7% |
| 3M | +30.1% | -3.7% | +33.8% | +29.8% |
| 6M | -7.1% | -12.8% | +5.7% | -5.8% |
| YTD | +12.0% | -21.0% | +32.9% | +15.5% |
| 1Y | +41.2% | -32.5% | +73.7% | +51.2% |
| 3Y | +251.0% | -26.5% | +277.5% | +260.6% |
| All | +220.5% | -11.9% | +232.5% | +196.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling