+224.1%
GDX vs VWO
+34.0%
+190.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.4% |
| 7D | -2.2% | -1.8% | -0.4% | -0.3% |
| 30D | +6.8% | -0.1% | +6.8% | +7.0% |
| 3M | +24.9% | +2.2% | +22.7% | +22.5% |
| 6M | -4.2% | +8.8% | -13.0% | -10.6% |
| YTD | +13.2% | +12.4% | +0.8% | +3.3% |
| 1Y | +40.2% | +15.6% | +24.6% | +25.3% |
| 3Y | +249.6% | +62.5% | +187.1% | +132.6% |
| All | +224.1% | +34.0% | +190.1% | +127.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling