+211.3%
GDX vs VXUS
+63.2%
+148.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +1.9% |
| 7D | +13.6% | -1.8% | +15.4% | +16.5% |
| 30D | +2.5% | -4.6% | +7.1% | +10.0% |
| 3M | +4.4% | -6.1% | +10.5% | +15.2% |
| 6M | -5.2% | -4.9% | -0.3% | +3.6% |
| YTD | +2.1% | +8.1% | -5.9% | -3.9% |
| 1Y | +24.7% | +12.1% | +12.6% | +12.5% |
| 3Y | +211.3% | +63.9% | +147.4% | +65.4% |
| All | +211.3% | +63.2% | +148.0% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling