+49.9%
GDX vs VSH
+112.8%
-62.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | +1.9% | +3.5% | -1.6% | +1.1% |
| 30D | +9.9% | -4.4% | +14.3% | +10.7% |
| 3M | +28.2% | -45.8% | +74.0% | +44.4% |
| 6M | -2.9% | +90.1% | -93.0% | -21.6% |
| YTD | +16.0% | +120.3% | -104.4% | -10.5% |
| 1Y | +49.9% | +112.2% | -62.4% | +16.9% |
| All | +49.9% | +112.8% | -62.9% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling