+296.0%
GDX vs VWO
+117.1%
+178.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.7% |
| 7D | -2.2% | -1.8% | -0.4% | -1.0% |
| 30D | +6.8% | -0.1% | +6.8% | +6.9% |
| 3M | +24.9% | +2.2% | +22.7% | +23.4% |
| 6M | -4.2% | +8.8% | -13.0% | -8.3% |
| YTD | +13.2% | +12.4% | +0.8% | +6.8% |
| 1Y | +40.2% | +15.6% | +24.6% | +30.4% |
| 3Y | +249.6% | +62.5% | +187.1% | +168.7% |
| 5Y | +230.4% | +34.3% | +196.1% | +174.6% |
| All | +296.0% | +117.1% | +178.9% | +121.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling