+289.0%
GDX vs VXUS
+145.9%
+143.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | +4.0% | +1.6% | +2.4% | +2.6% |
| 30D | +9.5% | +1.0% | +8.5% | +8.7% |
| 3M | +25.1% | +5.7% | +19.4% | +20.2% |
| 6M | -2.9% | +13.6% | -16.5% | -11.0% |
| YTD | +14.7% | +17.4% | -2.7% | +3.3% |
| 1Y | +47.4% | +25.1% | +22.4% | +27.2% |
| 3Y | +259.7% | +75.8% | +183.9% | +147.1% |
| 5Y | +227.7% | +55.4% | +172.3% | +137.8% |
| 10Y | +289.0% | +146.4% | +142.6% | +88.5% |
| All | +289.0% | +145.9% | +143.1% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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