+326.3%
GDX vs VZ
+70.7%
+255.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -6.8% | +1.5% | -8.3% | -6.9% |
| 30D | -2.1% | +4.4% | -6.5% | -2.6% |
| 3M | -7.5% | -2.4% | -5.1% | -7.4% |
| 6M | -15.2% | +1.4% | -16.6% | -15.6% |
| YTD | -4.8% | +21.4% | -26.2% | -8.3% |
| 1Y | +6.7% | +20.3% | -13.5% | +2.9% |
| 3Y | +212.7% | +57.4% | +155.4% | +184.1% |
| 5Y | +151.7% | +21.9% | +129.7% | +136.1% |
| All | +326.3% | +70.7% | +255.6% | +283.7% |
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