-100.0%
GDXD vs VT
+93.5%
-193.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | +2.6% | -16.0% | -5.2% |
| 7D | -40.1% | +0.4% | -40.5% | -38.4% |
| 30D | -18.1% | -2.6% | -15.5% | -21.7% |
| 3M | -31.5% | -3.2% | -28.2% | -33.6% |
| 6M | -46.8% | +0.9% | -47.7% | -34.7% |
| YTD | -79.7% | +11.3% | -91.0% | -62.4% |
| 1Y | -90.0% | +14.0% | -104.0% | -79.6% |
| 3Y | -99.9% | +75.8% | -175.7% | -99.0% |
| 5Y | -100.0% | +57.8% | -157.8% | -99.6% |
| All | -100.0% | +93.5% | -193.4% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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