+214.2%
GDX vs VZ
+413.4%
-199.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +18.6% | +7.9% | +10.7% | +16.1% |
| 3M | +14.9% | +13.6% | +1.2% | +10.4% |
| 6M | -6.3% | +1.1% | -7.3% | -7.0% |
| YTD | +15.7% | +29.3% | -13.6% | +6.0% |
| 1Y | +54.8% | +21.2% | +33.6% | +44.2% |
| 3Y | +253.4% | +75.9% | +177.5% | +188.7% |
| 5Y | +219.7% | +24.1% | +195.6% | +189.8% |
| 10Y | +300.2% | +62.4% | +237.8% | +219.8% |
| All | +214.2% | +413.4% | -199.2% | +15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling