+291.6%
GDX vs VZ
+65.4%
+226.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -3.9% | -3.5% |
| 7D | -5.4% | -1.2% | -4.2% | -5.2% |
| 30D | +6.6% | +5.7% | +0.8% | +5.7% |
| 3M | +30.1% | +8.2% | +21.9% | +28.5% |
| 6M | -7.1% | +1.7% | -8.8% | -7.5% |
| YTD | +12.0% | +28.9% | -16.9% | +6.9% |
| 1Y | +41.2% | +22.7% | +18.5% | +35.9% |
| 3Y | +251.0% | +82.7% | +168.3% | +209.0% |
| 5Y | +226.7% | +26.4% | +200.3% | +204.8% |
| All | +291.6% | +65.4% | +226.2% | +284.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling