+93.2%
GDX vs VXUS
+163.7%
-70.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.8% | +1.6% | +2.3% |
| 7D | +15.6% | +0.8% | +14.8% | +14.9% |
| 30D | +2.4% | -1.9% | +4.3% | +4.1% |
| 3M | +1.7% | -4.4% | +6.1% | +5.7% |
| 6M | -3.3% | -2.0% | -1.3% | -0.7% |
| YTD | +6.6% | +11.1% | -4.5% | +1.4% |
| 1Y | +27.0% | +15.1% | +11.9% | +18.1% |
| 3Y | +243.4% | +70.4% | +173.0% | +149.7% |
| 5Y | +194.2% | +47.2% | +147.0% | +132.5% |
| 10Y | +310.1% | +142.3% | +167.9% | +138.1% |
| All | +93.2% | +163.7% | -70.5% | +3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling