+228.5%
GDXJ vs VCIT
+29.7%
+198.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.9% | +4.8% |
| 7D | +16.4% | +0.7% | +15.6% | +14.5% |
| 30D | -1.2% | +1.8% | -3.0% | -5.4% |
| 3M | -3.9% | -1.6% | -2.3% | -0.1% |
| 6M | -10.2% | -2.1% | -8.1% | -4.8% |
| YTD | -0.6% | -1.6% | +0.9% | +4.5% |
| 1Y | +24.3% | -0.8% | +25.1% | +28.5% |
| 3Y | +257.4% | +19.9% | +237.5% | +139.9% |
| 5Y | +166.5% | +3.3% | +163.2% | +158.6% |
| 10Y | +228.5% | +30.6% | +197.9% | +46.5% |
| All | +228.5% | +29.7% | +198.9% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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