+260.9%
GDX vs VST
+372.0%
-111.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -2.8% |
| 7D | -0.4% | +8.9% | -9.3% | -1.8% |
| 30D | +18.6% | +6.2% | +12.4% | +17.4% |
| 3M | +14.9% | -2.7% | +17.6% | +15.2% |
| 6M | -6.3% | -8.4% | +2.1% | -5.4% |
| YTD | +15.7% | -7.2% | +22.9% | +16.2% |
| 1Y | +54.8% | -20.9% | +75.7% | +58.4% |
| All | +260.9% | +372.0% | -111.1% | +175.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling