+180.6%
GDX vs VST
+515.1%
-334.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.2% | +7.5% | +2.4% |
| 7D | +5.4% | -19.9% | +25.3% | +8.9% |
| 30D | -2.8% | -29.7% | +26.9% | +2.7% |
| 3M | +2.5% | -19.6% | +22.0% | +5.6% |
| 6M | -0.1% | -29.4% | +29.3% | +5.0% |
| YTD | 0.0% | -29.7% | +29.7% | +4.6% |
| 1Y | +22.2% | -40.0% | +62.3% | +30.7% |
| 3Y | +201.4% | +231.0% | -29.6% | +120.4% |
| 5Y | +180.6% | +500.1% | -319.4% | +92.8% |
| All | +180.6% | +515.1% | -334.4% | +92.8% |
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