+301.2%
GDX vs VST
+1,112.0%
-810.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.6% | -8.4% | +0.7% |
| 7D | +13.6% | -9.8% | +23.4% | +14.8% |
| 30D | +2.5% | -25.1% | +27.6% | +6.4% |
| 3M | +4.4% | -11.6% | +16.0% | +5.6% |
| 6M | -5.2% | -20.9% | +15.7% | -2.7% |
| YTD | +2.1% | -22.3% | +24.4% | +4.6% |
| 1Y | +24.7% | -32.0% | +56.7% | +29.7% |
| 3Y | +211.3% | +262.4% | -51.1% | +151.8% |
| 5Y | +186.7% | +563.4% | -376.7% | +115.5% |
| All | +301.2% | +1,112.0% | -810.9% | +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