+296.0%
GDX vs VTRS
-48.4%
+344.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | -2.2% | -2.2% | 0.0% | -1.9% |
| 30D | +6.8% | +3.3% | +3.4% | +6.4% |
| 3M | +24.9% | +2.0% | +23.0% | +24.5% |
| 6M | -4.2% | +19.9% | -24.1% | -6.2% |
| YTD | +13.2% | +35.7% | -22.5% | +9.6% |
| 1Y | +40.2% | +68.1% | -27.9% | +32.8% |
| 3Y | +249.6% | +87.1% | +162.5% | +225.6% |
| 5Y | +230.4% | +47.6% | +182.7% | +209.8% |
| All | +296.0% | -48.4% | +344.3% | +299.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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