+417.0%
GDX vs VRT
+2,725.9%
-2,308.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.5% | -2.8% |
| 7D | -0.4% | +9.1% | -9.5% | -1.6% |
| 30D | +18.6% | +0.9% | +17.7% | +18.3% |
| 3M | +14.9% | -13.4% | +28.3% | +16.3% |
| 6M | -6.3% | +11.7% | -17.9% | -8.4% |
| YTD | +15.7% | +73.2% | -57.5% | +7.0% |
| 1Y | +54.8% | +123.4% | -68.6% | +38.8% |
| 3Y | +253.4% | +606.2% | -352.7% | +160.5% |
| 5Y | +219.7% | +899.9% | -680.2% | +114.9% |
| All | +417.0% | +2,725.9% | -2,308.8% | +146.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling