+54.8%
GDX vs VWO
+23.1%
+31.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -3.4% |
| 7D | -0.4% | +1.1% | -1.5% | -2.2% |
| 30D | +18.6% | +2.4% | +16.2% | +14.2% |
| 3M | +14.9% | +2.0% | +12.9% | +11.6% |
| 6M | -6.3% | +10.7% | -16.9% | -19.6% |
| YTD | +15.7% | +14.4% | +1.3% | -3.9% |
| 1Y | +54.8% | +22.7% | +32.1% | +24.5% |
| All | +54.8% | +23.1% | +31.8% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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