+147.1%
GDX vs VT
+374.2%
-227.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.6% |
| 6M | -6.3% | +12.0% | -18.3% | -12.2% |
| YTD | +15.7% | +15.3% | +0.4% | +6.6% |
| 1Y | +54.8% | +22.6% | +32.3% | +37.3% |
| 3Y | +253.4% | +74.7% | +178.8% | +148.4% |
| 5Y | +219.7% | +66.1% | +153.5% | +130.6% |
| 10Y | +300.2% | +225.0% | +75.2% | +78.0% |
| All | +147.1% | +374.2% | -227.1% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling