+209.5%
GDX vs VSXY
+37.5%
+172.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +1.0% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | +6.8% | -18.7% | +25.4% | +7.7% |
| 3M | +24.9% | -4.0% | +28.9% | +25.0% |
| 6M | -4.2% | +67.5% | -71.7% | -7.0% |
| YTD | +13.2% | +39.7% | -26.4% | +10.6% |
| 1Y | +40.2% | +180.0% | -139.8% | +33.3% |
| 3Y | +249.6% | +337.3% | -87.7% | +218.7% |
| 5Y | +230.4% | +22.7% | +207.7% | +207.6% |
| All | +209.5% | +37.5% | +172.0% | +188.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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