+140.0%
GDX vs VRSK
+593.4%
-453.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.9% |
| 7D | +1.9% | -5.4% | +7.3% | +2.8% |
| 30D | +9.9% | -1.8% | +11.7% | +10.1% |
| 3M | +28.2% | -2.2% | +30.4% | +27.9% |
| 6M | -2.9% | -14.9% | +12.0% | -1.0% |
| YTD | +16.0% | -20.0% | +36.0% | +19.4% |
| 1Y | +49.9% | -33.1% | +83.0% | +59.8% |
| 3Y | +263.6% | -25.6% | +289.2% | +275.0% |
| 5Y | +233.6% | -10.1% | +243.7% | +225.1% |
| 10Y | +315.3% | +128.4% | +186.9% | +243.0% |
| All | +140.0% | +593.4% | -453.4% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling