+243.4%
GDX vs VSH
+25.6%
+217.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +13.4% | -9.0% | +2.3% |
| 7D | +15.6% | +3.5% | +12.1% | +14.3% |
| 30D | +2.4% | -22.4% | +24.9% | +6.0% |
| 3M | +1.7% | -25.2% | +26.9% | +5.4% |
| 6M | -3.3% | -22.5% | +19.2% | -1.1% |
| YTD | +6.6% | +84.2% | -77.6% | -3.5% |
| 1Y | +27.0% | +87.1% | -60.1% | +14.5% |
| 3Y | +243.4% | +31.7% | +211.7% | +249.4% |
| All | +243.4% | +25.6% | +217.7% | +249.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling