+210.7%
GDX vs VYM
+490.3%
-279.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.6% |
| 7D | +4.0% | +0.1% | +3.8% | +3.9% |
| 30D | +9.5% | -1.3% | +10.8% | +10.3% |
| 3M | +25.1% | +4.1% | +21.0% | +22.5% |
| 6M | -2.9% | +9.8% | -12.7% | -7.4% |
| YTD | +14.7% | +15.3% | -0.6% | +6.6% |
| 1Y | +47.4% | +20.0% | +27.4% | +34.3% |
| 3Y | +259.7% | +66.2% | +193.4% | +174.6% |
| 5Y | +227.7% | +77.5% | +150.1% | +142.0% |
| 10Y | +289.0% | +201.7% | +87.2% | +105.3% |
| All | +210.7% | +490.3% | -279.5% | -2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling