+281.6%
GDX vs VT
+224.5%
+57.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.4% | +0.4% | -0.8% | -0.6% |
| 30D | +18.6% | +1.0% | +17.6% | +18.0% |
| 3M | +14.9% | +2.4% | +12.5% | +13.7% |
| 6M | -6.3% | +12.0% | -18.3% | -11.8% |
| YTD | +15.7% | +15.3% | +0.4% | +7.4% |
| 1Y | +54.8% | +22.6% | +32.3% | +39.1% |
| 3Y | +253.4% | +74.7% | +178.8% | +161.9% |
| 5Y | +219.7% | +66.1% | +153.5% | +138.0% |
| All | +281.6% | +224.5% | +57.2% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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