+700.7%
GDX vs VTEB
+26.6%
+674.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | +4.0% | -0.2% | +4.2% | +4.3% |
| 30D | +9.5% | -1.6% | +11.1% | +12.2% |
| 3M | +25.1% | -2.0% | +27.1% | +29.1% |
| 6M | -2.9% | -1.7% | -1.2% | 0.0% |
| YTD | +14.7% | -0.6% | +15.3% | +16.4% |
| 1Y | +47.4% | +1.8% | +45.6% | +44.5% |
| 3Y | +259.7% | +9.6% | +250.1% | +217.0% |
| 5Y | +227.7% | +2.1% | +225.6% | +216.5% |
| 10Y | +289.0% | +18.9% | +270.0% | +194.3% |
| All | +700.7% | +26.6% | +674.0% | +430.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling