+349.2%
GDX vs VST
+1,169.0%
-819.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.7% |
| 7D | +0.7% | +10.9% | -10.2% | -0.9% |
| 30D | -3.8% | -15.6% | +11.9% | -1.7% |
| 3M | -5.4% | -7.8% | +2.3% | -4.9% |
| 6M | -12.7% | -12.0% | -0.7% | -11.7% |
| YTD | -0.7% | -16.9% | +16.3% | +0.8% |
| 1Y | +11.9% | -25.1% | +37.0% | +15.0% |
| 3Y | +223.9% | +297.1% | -73.2% | +156.7% |
| 5Y | +163.2% | +641.9% | -478.7% | +92.9% |
| 10Y | +349.2% | +1,142.3% | -793.1% | +219.2% |
| All | +349.2% | +1,169.0% | -819.9% | +219.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling