+224.1%
GDX vs VTEB
+1.2%
+222.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +0.3% |
| 7D | -2.2% | -0.9% | -1.3% | 0.0% |
| 30D | +6.8% | -2.5% | +9.3% | +13.4% |
| 3M | +24.9% | -3.0% | +27.9% | +34.3% |
| 6M | -4.2% | -2.1% | -2.1% | +1.4% |
| YTD | +13.2% | -1.5% | +14.7% | +18.3% |
| 1Y | +40.2% | +0.2% | +40.0% | +41.6% |
| 3Y | +249.6% | +8.6% | +241.0% | +189.6% |
| All | +224.1% | +1.2% | +222.9% | +216.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling