+216.4%
GDX vs VSXY
+37.4%
+179.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.3% |
| 7D | -0.4% | -14.0% | +13.6% | +0.2% |
| 30D | +18.6% | -15.9% | +34.5% | +19.5% |
| 3M | +14.9% | +3.4% | +11.5% | +14.6% |
| 6M | -6.3% | +25.9% | -32.2% | -7.9% |
| YTD | +15.7% | +39.5% | -23.8% | +13.1% |
| 1Y | +54.8% | +194.4% | -139.5% | +46.9% |
| 3Y | +253.4% | +281.4% | -28.0% | +224.0% |
| 5Y | +219.7% | +12.8% | +206.9% | +197.1% |
| All | +216.4% | +37.4% | +179.0% | +195.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling