+158.4%
GDX vs VTR
+503.0%
-344.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.3% |
| 3M | -7.5% | -0.9% | -6.6% | -7.4% |
| 6M | -15.2% | -0.4% | -14.8% | -15.5% |
| YTD | -4.8% | +17.0% | -21.8% | -8.4% |
| 1Y | +6.7% | +18.0% | -11.2% | +2.4% |
| 3Y | +212.7% | +127.4% | +85.4% | +161.8% |
| 5Y | +151.7% | +92.3% | +59.4% | +115.6% |
| 10Y | +330.3% | +129.6% | +200.8% | +228.8% |
| All | +158.4% | +503.0% | -344.6% | -9.9% |
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