+296.0%
GDX vs VTEB
+17.9%
+278.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +0.6% |
| 7D | -2.2% | -0.9% | -1.3% | -0.8% |
| 30D | +6.8% | -2.5% | +9.3% | +10.8% |
| 3M | +24.9% | -3.0% | +27.9% | +30.6% |
| 6M | -4.2% | -2.1% | -2.1% | -0.8% |
| YTD | +13.2% | -1.5% | +14.7% | +16.3% |
| 1Y | +40.2% | +0.2% | +40.0% | +40.8% |
| 3Y | +249.6% | +8.6% | +241.0% | +215.1% |
| 5Y | +230.4% | +1.2% | +229.2% | +222.9% |
| All | +296.0% | +17.9% | +278.1% | +236.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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