+24.8%
GDX vs VST
-35.7%
+60.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -13.8% | +22.8% | +12.4% |
| 7D | +0.8% | -15.7% | +16.5% | +4.6% |
| 30D | -3.2% | -17.0% | +13.7% | +0.4% |
| 3M | +8.6% | -15.9% | +24.4% | +12.1% |
| 6M | -1.2% | -25.0% | +23.8% | +4.7% |
| YTD | -1.4% | -25.1% | +23.7% | +3.4% |
| 1Y | +24.8% | -34.9% | +59.6% | +38.8% |
| All | +24.8% | -35.7% | +60.5% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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