+258.1%
GDX vs VSXY
+353.1%
-95.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +1.2% |
| 7D | +1.9% | -10.7% | +12.6% | +2.3% |
| 30D | +9.9% | -24.3% | +34.2% | +11.3% |
| 3M | +28.2% | +1.0% | +27.2% | +28.0% |
| 6M | -2.9% | +57.4% | -60.3% | -5.5% |
| YTD | +16.0% | +39.8% | -23.8% | +13.2% |
| 1Y | +49.9% | +196.5% | -146.6% | +42.8% |
| All | +258.1% | +353.1% | -95.0% | +215.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling