+163.2%
GDX vs VZ
+21.6%
+141.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | +0.7% | +0.9% | -0.2% | +0.6% |
| 30D | -3.8% | +8.9% | -12.7% | -4.8% |
| 3M | -5.4% | +0.1% | -5.6% | -5.6% |
| 6M | -12.7% | +1.9% | -14.6% | -13.2% |
| YTD | -0.7% | +22.0% | -22.7% | -5.5% |
| 1Y | +11.9% | +22.1% | -10.2% | +6.2% |
| 3Y | +223.9% | +58.7% | +165.2% | +176.6% |
| 5Y | +163.2% | +22.3% | +140.9% | +142.8% |
| All | +163.2% | +21.6% | +141.5% | +142.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling