+158.4%
GDX vs VRSN
+1,621.6%
-1,463.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -6.8% | +1.4% | -8.2% | -7.1% |
| 30D | -2.1% | +3.9% | -6.0% | -3.0% |
| 3M | -7.5% | +9.3% | -16.8% | -9.5% |
| 6M | -15.2% | +6.7% | -21.8% | -17.0% |
| YTD | -4.8% | +30.0% | -34.9% | -11.8% |
| 1Y | +6.7% | +26.0% | -19.3% | -0.5% |
| 3Y | +212.7% | +53.1% | +159.6% | +174.9% |
| 5Y | +151.7% | +35.0% | +116.6% | +125.2% |
| 10Y | +330.3% | +291.7% | +38.6% | +186.5% |
| All | +158.4% | +1,621.6% | -1,463.2% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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