+319.2%
GDX vs VSH
+117.5%
+201.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.9% | -5.6% |
| 7D | +11.5% | -1.6% | +13.0% | +11.3% |
| 30D | -3.1% | -21.3% | +18.2% | -0.3% |
| 3M | -4.4% | -18.9% | +14.5% | -2.3% |
| 6M | -8.6% | -21.4% | +12.9% | -7.2% |
| YTD | +0.8% | +86.8% | -86.0% | -9.3% |
| 1Y | +14.7% | +85.8% | -71.1% | +3.1% |
| 3Y | +228.8% | +30.1% | +198.6% | +203.6% |
| 5Y | +173.4% | +42.8% | +130.6% | +147.6% |
| 10Y | +319.2% | +121.2% | +198.0% | +276.1% |
| All | +319.2% | +117.5% | +201.7% | +276.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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