+150.7%
GDX vs VUG
+62.0%
+88.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | -6.8% | +2.5% | -9.3% | -7.9% |
| 30D | -2.1% | -6.3% | +4.2% | +1.1% |
| 3M | -7.5% | -6.0% | -1.5% | -4.5% |
| 6M | -15.2% | -3.5% | -11.6% | -13.3% |
| YTD | -4.8% | +3.9% | -8.7% | -5.8% |
| 1Y | +6.7% | +5.1% | +1.6% | +5.2% |
| 3Y | +212.7% | +77.9% | +134.9% | +146.9% |
| All | +150.7% | +62.0% | +88.7% | +84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling