+4.0%
GDX vs VZ
+21.7%
-17.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.8% | -4.0% |
| 7D | -4.6% | +0.9% | -5.5% | -4.2% |
| 30D | -6.2% | +6.9% | -13.1% | -3.3% |
| 3M | -10.0% | +0.6% | -10.6% | -9.0% |
| 6M | -15.8% | +0.3% | -16.1% | -15.0% |
| YTD | -4.6% | +21.9% | -26.5% | +14.8% |
| 1Y | +4.0% | +21.7% | -17.7% | +25.2% |
| All | +4.0% | +21.7% | -17.7% | +25.2% |
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