+249.6%
GDX vs VTEB
+8.6%
+241.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +0.4% |
| 7D | -2.2% | -0.9% | -1.3% | -0.3% |
| 30D | +6.8% | -2.5% | +9.3% | +12.3% |
| 3M | +24.9% | -3.0% | +27.9% | +32.7% |
| 6M | -4.2% | -2.1% | -2.1% | +0.5% |
| YTD | +13.2% | -1.5% | +14.7% | +17.8% |
| 1Y | +40.2% | +0.2% | +40.0% | +42.6% |
| 3Y | +249.6% | +8.6% | +241.0% | +212.5% |
| All | +249.6% | +8.6% | +241.0% | +212.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling