+319.2%
GDX vs VST
+1,174.0%
-854.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -5.1% |
| 7D | +11.5% | -6.0% | +17.5% | +12.0% |
| 30D | -3.1% | -18.8% | +15.6% | -0.5% |
| 3M | -4.4% | -8.0% | +3.6% | -3.8% |
| 6M | -8.6% | -10.9% | +2.4% | -7.6% |
| YTD | +0.8% | -18.3% | +19.2% | +2.6% |
| 1Y | +14.7% | -29.9% | +44.6% | +18.8% |
| 3Y | +228.8% | +290.3% | -61.5% | +162.7% |
| 5Y | +173.4% | +635.3% | -461.9% | +102.4% |
| 10Y | +319.2% | +1,162.4% | -843.1% | +222.1% |
| All | +319.2% | +1,174.0% | -854.8% | +222.1% |
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