+214.2%
GDX vs VSH
+222.8%
-8.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.6% | -3.0% |
| 7D | -0.4% | +4.1% | -4.4% | -1.2% |
| 30D | +18.6% | -4.2% | +22.8% | +19.4% |
| 3M | +14.9% | -50.0% | +64.9% | +28.9% |
| 6M | -6.3% | +80.2% | -86.4% | -18.2% |
| YTD | +15.7% | +121.1% | -105.4% | -3.1% |
| 1Y | +54.8% | +112.0% | -57.2% | +30.2% |
| 3Y | +253.4% | +22.5% | +230.9% | +218.8% |
| 5Y | +219.7% | +64.0% | +155.6% | +168.4% |
| 10Y | +300.2% | +170.4% | +129.8% | +182.5% |
| All | +214.2% | +222.8% | -8.6% | +76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling