+327.3%
GDX vs VXUS
+146.4%
+180.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.0% | -3.2% |
| 7D | -4.6% | +2.3% | -6.9% | -6.3% |
| 30D | -6.2% | -2.2% | -4.0% | -4.2% |
| 3M | -10.0% | -5.4% | -4.6% | -5.3% |
| 6M | -15.8% | -1.2% | -14.5% | -13.7% |
| YTD | -4.6% | +10.4% | -15.0% | -9.1% |
| 1Y | +4.0% | +11.8% | -7.8% | -1.7% |
| 3Y | +211.1% | +68.4% | +142.7% | +124.8% |
| 5Y | +152.3% | +45.9% | +106.4% | +94.3% |
| All | +327.3% | +146.4% | +180.9% | +103.9% |
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