-99.8%
GDXD vs VT
+69.7%
-169.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.2% | -6.8% | -5.6% |
| 7D | -36.0% | -2.3% | -33.7% | -41.3% |
| 30D | -17.8% | -5.0% | -12.8% | -30.4% |
| 3M | -37.7% | -4.9% | -32.8% | -44.6% |
| 6M | -43.2% | -1.5% | -41.6% | -35.4% |
| YTD | -76.5% | +8.5% | -85.0% | -58.0% |
| 1Y | -89.3% | +11.4% | -100.7% | -78.7% |
| 3Y | -99.8% | +70.1% | -169.9% | -97.8% |
| All | -99.8% | +69.7% | -169.6% | -97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling