+310.1%
GDX vs VST
+1,219.3%
-909.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +7.3% | -2.9% | +3.4% |
| 7D | +15.6% | -0.5% | +16.1% | +15.1% |
| 30D | +2.4% | -17.1% | +19.5% | +4.8% |
| 3M | +1.7% | -4.6% | +6.3% | +1.8% |
| 6M | -3.3% | -9.1% | +5.8% | -2.6% |
| YTD | +6.6% | -16.6% | +23.3% | +8.1% |
| 1Y | +27.0% | -29.5% | +56.5% | +31.4% |
| 3Y | +243.4% | +297.5% | -54.2% | +174.0% |
| 5Y | +194.2% | +654.5% | -460.3% | +117.6% |
| 10Y | +310.1% | +1,205.2% | -895.1% | +218.6% |
| All | +310.1% | +1,219.3% | -909.2% | +218.6% |
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