+291.6%
GDX vs VSAT
+3.1%
+288.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.5% | -6.0% | -3.8% |
| 7D | -5.4% | +3.4% | -8.8% | -5.9% |
| 30D | +6.6% | -12.2% | +18.8% | +8.1% |
| 3M | +30.1% | +20.6% | +9.5% | +25.8% |
| 6M | -7.1% | +60.2% | -67.3% | -13.5% |
| YTD | +12.0% | +115.3% | -103.3% | +0.4% |
| 1Y | +41.2% | +154.6% | -113.4% | +23.7% |
| 3Y | +251.0% | +211.2% | +39.8% | +179.8% |
| 5Y | +226.7% | +52.7% | +174.1% | +171.7% |
| All | +291.6% | +3.1% | +288.5% | +198.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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