+150.7%
GDX vs VRT
+650.8%
-500.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +0.2% |
| 7D | -6.8% | +10.5% | -17.3% | -7.9% |
| 30D | -2.1% | -9.3% | +7.2% | -1.7% |
| 3M | -7.5% | -29.6% | +22.1% | -4.6% |
| 6M | -15.2% | -45.4% | +30.2% | -10.5% |
| YTD | -4.8% | +24.8% | -29.6% | -7.5% |
| 1Y | +6.7% | +23.6% | -16.9% | +3.7% |
| 3Y | +212.7% | +379.7% | -166.9% | +165.5% |
| All | +150.7% | +650.8% | -500.1% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling