+228.8%
GDX vs VUG
+79.7%
+149.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.0% |
| 7D | +11.5% | -1.2% | +12.6% | +12.2% |
| 30D | -3.1% | -8.9% | +5.7% | +2.6% |
| 3M | -4.4% | -5.9% | +1.5% | -0.7% |
| 6M | -8.6% | -3.3% | -5.3% | -6.1% |
| YTD | +0.8% | +3.4% | -2.6% | -0.2% |
| 1Y | +14.7% | +1.9% | +12.8% | +14.1% |
| 3Y | +228.8% | +76.9% | +151.8% | +129.8% |
| All | +228.8% | +79.7% | +149.0% | +129.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling