+356.3%
GDX vs VRT
+1,742.5%
-1,386.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.3% | +1.7% |
| 7D | +13.6% | -21.4% | +35.0% | +16.7% |
| 30D | +2.5% | -25.8% | +28.3% | +5.9% |
| 3M | +4.4% | -33.5% | +37.9% | +9.2% |
| 6M | -5.2% | -49.0% | +43.8% | +2.0% |
| YTD | +2.1% | +12.9% | -10.8% | -0.8% |
| 1Y | +24.7% | 0.0% | +24.7% | +22.6% |
| 3Y | +211.3% | +361.8% | -150.5% | +141.6% |
| 5Y | +186.7% | +565.1% | -378.5% | +101.7% |
| All | +356.3% | +1,742.5% | -1,386.2% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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