+326.3%
GDX vs VTR
+130.3%
+195.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -6.8% | +0.2% | -7.0% | -6.8% |
| 30D | -2.1% | +5.5% | -7.6% | -2.9% |
| 3M | -7.5% | -0.9% | -6.6% | -7.4% |
| 6M | -15.2% | -0.4% | -14.8% | -15.4% |
| YTD | -4.8% | +17.0% | -21.8% | -7.3% |
| 1Y | +6.7% | +18.0% | -11.2% | +3.7% |
| 3Y | +212.7% | +127.4% | +85.4% | +177.0% |
| 5Y | +151.7% | +92.3% | +59.4% | +125.0% |
| All | +326.3% | +130.3% | +195.9% | +275.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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