+315.3%
GDX vs VUG
+410.7%
-95.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | +9.9% | -1.7% | +11.6% | +10.7% |
| 3M | +28.2% | +2.8% | +25.4% | +27.0% |
| 6M | -2.9% | +13.6% | -16.5% | -6.8% |
| YTD | +16.0% | +8.1% | +7.9% | +13.2% |
| 1Y | +49.9% | +13.1% | +36.8% | +44.2% |
| 3Y | +263.6% | +87.0% | +176.6% | +193.8% |
| 5Y | +233.6% | +76.0% | +157.6% | +166.8% |
| 10Y | +315.3% | +420.5% | -105.2% | +131.3% |
| All | +315.3% | +410.7% | -95.3% | +131.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling