+376.4%
GDX vs VRT
+1,919.9%
-1,543.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.6% | -5.2% | +3.1% |
| 7D | +15.6% | -10.6% | +26.2% | +16.6% |
| 30D | +2.4% | -17.4% | +19.9% | +4.3% |
| 3M | +1.7% | -26.4% | +28.1% | +5.0% |
| 6M | -3.3% | -41.0% | +37.7% | +2.1% |
| YTD | +6.6% | +23.8% | -17.2% | +2.3% |
| 1Y | +27.0% | +11.6% | +15.4% | +23.0% |
| 3Y | +243.4% | +403.5% | -160.1% | +163.4% |
| 5Y | +194.2% | +647.0% | -452.9% | +103.3% |
| All | +376.4% | +1,919.9% | -1,543.5% | +136.0% |
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