+180.6%
GDX vs VT
+53.2%
+127.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.1% | +5.4% | +5.5% |
| 7D | +5.4% | -4.2% | +9.6% | +10.0% |
| 30D | -2.8% | -5.8% | +3.0% | +3.3% |
| 3M | +2.5% | -5.2% | +7.7% | +8.6% |
| 6M | -0.1% | +0.1% | -0.2% | +1.3% |
| YTD | 0.0% | +8.2% | -8.3% | -4.6% |
| 1Y | +22.2% | +10.1% | +12.1% | +15.2% |
| 3Y | +201.4% | +69.7% | +131.7% | +99.8% |
| 5Y | +180.6% | +53.4% | +127.2% | +80.9% |
| All | +180.6% | +53.2% | +127.4% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling