+296.0%
GDX vs VYM
+209.2%
+86.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | -2.2% | -0.8% | -1.4% | -1.8% |
| 30D | +6.8% | -2.2% | +9.0% | +7.9% |
| 3M | +24.9% | +3.1% | +21.9% | +23.3% |
| 6M | -4.2% | +9.7% | -13.9% | -7.8% |
| YTD | +13.2% | +14.9% | -1.7% | +7.0% |
| 1Y | +40.2% | +17.6% | +22.6% | +31.3% |
| 3Y | +249.6% | +65.3% | +184.3% | +186.1% |
| 5Y | +230.4% | +78.7% | +151.7% | +165.0% |
| All | +296.0% | +209.2% | +86.8% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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