+214.8%
GDX vs VTRS
+2.3%
+212.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.2% |
| 7D | +1.9% | -3.5% | +5.3% | +2.5% |
| 30D | +9.9% | +2.1% | +7.8% | +9.6% |
| 3M | +28.2% | +2.6% | +25.6% | +27.5% |
| 6M | -2.9% | +17.8% | -20.7% | -5.7% |
| YTD | +16.0% | +35.7% | -19.7% | +10.1% |
| 1Y | +49.9% | +63.5% | -13.6% | +37.8% |
| 3Y | +263.6% | +85.1% | +178.4% | +222.9% |
| 5Y | +233.6% | +42.5% | +191.1% | +203.4% |
| 10Y | +315.3% | -48.2% | +363.5% | +322.9% |
| All | +214.8% | +2.3% | +212.5% | +76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling