+228.9%
GDX vs VT
+66.2%
+162.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.4% | +0.4% | -0.8% | -0.8% |
| 30D | +18.6% | +1.0% | +17.6% | +17.7% |
| 3M | +14.9% | +2.4% | +12.5% | +13.0% |
| 6M | -6.3% | +12.0% | -18.3% | -14.4% |
| YTD | +15.7% | +15.3% | +0.4% | +3.5% |
| 1Y | +54.8% | +22.6% | +32.3% | +32.2% |
| 3Y | +253.4% | +74.7% | +178.8% | +126.5% |
| All | +228.9% | +66.2% | +162.7% | +96.9% |
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