+185.4%
GDX vs VST
+561.4%
-376.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.6% | -8.4% | +0.4% |
| 7D | +13.6% | -9.8% | +23.4% | +15.0% |
| 30D | +2.5% | -25.1% | +27.6% | +7.2% |
| 3M | +4.4% | -11.6% | +16.0% | +5.8% |
| 6M | -5.2% | -20.9% | +15.7% | -2.3% |
| YTD | +2.1% | -22.3% | +24.4% | +5.0% |
| 1Y | +24.7% | -32.0% | +56.7% | +30.6% |
| 3Y | +211.3% | +262.4% | -51.1% | +123.5% |
| All | +185.4% | +561.4% | -376.1% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling