+24.8%
GDX vs VUG
+4.9%
+19.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.5% | +7.5% | +7.0% |
| 7D | +0.8% | -3.0% | +3.8% | +4.9% |
| 30D | -3.2% | -6.4% | +3.2% | +5.5% |
| 3M | +8.6% | -3.2% | +11.8% | +13.5% |
| 6M | -1.2% | +3.1% | -4.3% | -3.6% |
| YTD | -1.4% | +6.3% | -7.7% | -8.1% |
| 1Y | +24.8% | +5.2% | +19.6% | +18.6% |
| All | +24.8% | +4.9% | +19.9% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 1y: compounded portfolio wealth divided by compounded VUG 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…
1y analysis · Full analysis span regression · 6 months rolling