-100.0%
GDXD vs VT
+66.2%
-166.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.5% | +6.4% |
| 7D | -1.9% | +0.4% | -2.4% | +0.2% |
| 30D | -49.2% | +1.0% | -50.2% | -46.5% |
| 3M | -58.7% | +2.4% | -61.0% | -50.6% |
| 6M | -46.9% | +12.0% | -58.9% | -8.3% |
| YTD | -80.7% | +15.3% | -96.0% | -62.8% |
| 1Y | -94.5% | +22.6% | -117.1% | -87.2% |
| 3Y | -99.9% | +74.7% | -174.5% | -99.0% |
| All | -100.0% | +66.2% | -166.1% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling