+296.0%
GDX vs VTR
+99.2%
+196.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | +6.8% | +1.1% | +5.6% | +6.6% |
| 3M | +24.9% | +7.9% | +17.0% | +23.3% |
| 6M | -4.2% | +6.2% | -10.4% | -5.3% |
| YTD | +13.2% | +17.7% | -4.5% | +10.1% |
| 1Y | +40.2% | +32.9% | +7.3% | +33.7% |
| 3Y | +249.6% | +129.7% | +119.9% | +208.4% |
| 5Y | +230.4% | +89.3% | +141.1% | +195.2% |
| All | +296.0% | +99.2% | +196.8% | +282.4% |
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