-2.9%
GDX vs VYM
+10.1%
-13.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +2.3% |
| 7D | +1.9% | -1.0% | +2.9% | +4.3% |
| 30D | +9.9% | -2.0% | +12.0% | +15.3% |
| 3M | +28.2% | +3.1% | +25.1% | +17.6% |
| 6M | -2.9% | +8.9% | -11.8% | -21.1% |
| All | -2.9% | +10.1% | -13.0% | -21.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling