+226.4%
GDX vs VZ
+59.0%
+167.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | +0.7% | +0.9% | -0.2% | +0.8% |
| 30D | -3.8% | +8.9% | -12.7% | -3.4% |
| 3M | -5.4% | +0.1% | -5.6% | -5.2% |
| 6M | -12.7% | +1.9% | -14.6% | -12.4% |
| YTD | -0.7% | +22.0% | -22.7% | -1.5% |
| 1Y | +11.9% | +22.1% | -10.2% | +10.8% |
| All | +226.4% | +59.0% | +167.4% | +188.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling