+227.7%
GDX vs VUG
+76.0%
+151.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +4.0% | +0.9% | +3.1% | +3.6% |
| 30D | +9.5% | -1.4% | +10.9% | +10.3% |
| 3M | +25.1% | +2.3% | +22.8% | +23.9% |
| 6M | -2.9% | +15.7% | -18.6% | -8.3% |
| YTD | +14.7% | +8.6% | +6.1% | +11.1% |
| 1Y | +47.4% | +14.1% | +33.4% | +40.1% |
| 3Y | +259.7% | +87.9% | +171.8% | +177.9% |
| 5Y | +227.7% | +76.3% | +151.3% | +133.5% |
| All | +227.7% | +76.0% | +151.7% | +133.5% |
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