+24.8%
GDX vs VZ
+24.4%
+0.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.1% | +7.0% | +9.8% |
| 7D | +0.8% | +6.9% | -6.2% | +3.5% |
| 30D | -3.2% | +2.3% | -5.5% | -1.8% |
| 3M | +8.6% | 0.0% | +8.5% | +9.5% |
| 6M | -1.2% | +0.2% | -1.5% | -0.2% |
| YTD | -1.4% | +20.9% | -22.3% | +18.1% |
| 1Y | +24.8% | +25.2% | -0.4% | +50.3% |
| All | +24.8% | +24.4% | +0.3% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VZ.
Daily Out/Under-Performance
Portfolio return minus VZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VZ 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 1y: compounded portfolio wealth divided by compounded VZ 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…
1y analysis · Full analysis span regression · 6 months rolling