+211.5%
GDX vs VTR
+505.8%
-294.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.8% |
| 7D | +4.0% | -2.4% | +6.3% | +4.5% |
| 30D | +9.5% | -3.7% | +13.2% | +10.3% |
| 3M | +25.1% | +13.5% | +11.6% | +21.5% |
| 6M | -2.9% | +7.2% | -10.1% | -4.7% |
| YTD | +14.7% | +17.6% | -2.8% | +10.4% |
| 1Y | +47.4% | +35.4% | +12.0% | +37.6% |
| 3Y | +259.7% | +132.8% | +126.8% | +199.8% |
| 5Y | +227.7% | +88.7% | +139.0% | +181.8% |
| 10Y | +289.0% | +87.6% | +201.3% | +212.9% |
| All | +211.5% | +505.8% | -294.3% | +8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling