-100.0%
GDXD vs VT
+88.1%
-188.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.1% | -0.2% | -16.9% |
| 7D | -20.6% | -4.2% | -16.4% | -29.6% |
| 30D | -3.2% | -5.8% | +2.6% | -17.3% |
| 3M | -33.9% | -5.2% | -28.7% | -40.3% |
| 6M | -53.7% | +0.1% | -53.8% | -44.4% |
| YTD | -74.9% | +8.2% | -83.1% | -57.9% |
| 1Y | -88.7% | +10.1% | -98.8% | -79.5% |
| 3Y | -99.8% | +69.7% | -169.5% | -98.7% |
| 5Y | -99.9% | +53.4% | -153.3% | -99.6% |
| All | -100.0% | +88.1% | -188.1% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling