+301.2%
GDX vs VT
+215.5%
+85.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +1.9% | +2.0% |
| 7D | +13.6% | -2.3% | +16.0% | +15.3% |
| 30D | +2.5% | -5.0% | +7.5% | +6.1% |
| 3M | +4.4% | -4.9% | +9.3% | +8.2% |
| 6M | -5.2% | -1.5% | -3.7% | -3.4% |
| YTD | +2.1% | +8.5% | -6.4% | -1.1% |
| 1Y | +24.7% | +11.4% | +13.3% | +19.2% |
| 3Y | +211.3% | +70.1% | +141.2% | +137.8% |
| 5Y | +186.7% | +53.7% | +132.9% | +125.0% |
| All | +301.2% | +215.5% | +85.6% | +81.8% |
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